++mandog for an excellent summary. I looked into this about 2 years ago, and came to the conclusion that while technically, both mod_perl and FastCGI are probably technical similar - each has their own strengths and weaknesses, mod_perl appeared to have a far greater level of support and use in the community.
The mod_perl documentation is excellent - even before you start to look beyond the basic distribution to commercial books.
While the point about some programs misbehaving under mod_perl, it is well documented early in the mod_perl documentation - and it is generally sloppy programming practices that lead to mod_perl problems.
One inconvenience wiht mod_perl is that because you end up with having the perl execution environment compiled into your apache executable, when you upgrade your verion of perl, you need to reinstall the whole mod_perl / apache - or at least rebuild it. That is not a huge task, but it is a thing to remember. I don't know if FastCGI has a similar restriction.
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