It looks like index is the winner in this simple test, but I trust that wiser monks will let me know if and how I'm producing bad results!

First results when there is no match found:

Benchmark: running BigRE, Index, OptRE, m// loop, each for at least 10
+ CPU seconds...
     BigRE: 11 wallclock secs (10.56 usr +  0.00 sys = 10.56 CPU) @ 11
+690.90/s (n=123491)
     Index: 11 wallclock secs (10.61 usr +  0.00 sys = 10.61 CPU) @ 43
+921.29/s (n=465961)
     OptRE: 11 wallclock secs (10.59 usr +  0.00 sys = 10.59 CPU) @ 17
+239.59/s (n=182619)
  m// loop: 11 wallclock secs (10.50 usr +  0.00 sys = 10.50 CPU) @ 68
+25.71/s (n=71670)
[download]

Benchmark: running BigRE, Index, OptRE, m// loop, each for at least 10
+ CPU seconds...
     BigRE: 11 wallclock secs (10.39 usr +  0.00 sys = 10.39 CPU) @ 12
+548.26/s (n=130389)
     Index: 10 wallclock secs (10.53 usr +  0.00 sys = 10.53 CPU) @ 56
+956.89/s (n=599813)
     OptRE: 11 wallclock secs (10.53 usr +  0.00 sys = 10.53 CPU) @ 17
+720.63/s (n=186616)
  m// loop: 11 wallclock secs (10.48 usr +  0.00 sys = 10.48 CPU) @ 78
+73.90/s (n=82550)
[download]

Update: Damn, I knew I was missing something (probably still am...) - thanks dws! I don't keep spam around so here's the results for a chunk of 12k of text-only e-mail (as spam tends to be long-winded). I skipped the hand-optimized regex as I used nonsense words in the next case to ensure no match would be found and I didn't feel like thinking about it too hard. In both the following cases there are still just 7 words in the match list.

So, for no match:

Benchmark: running BigRE, Index, OptRE, m// loop, each for at least 10
+ CPU seconds...
     BigRE: 10 wallclock secs (10.59 usr +  0.00 sys = 10.59 CPU) @ 77
+.59/s (n=822)
     Index: 11 wallclock secs (10.50 usr +  0.00 sys = 10.50 CPU) @ 14
+27.58/s (n=14991)
  m// loop: 11 wallclock secs (10.47 usr +  0.00 sys = 10.47 CPU) @ 68
+6.50/s (n=7187)
[download]

Benchmark: running BigRE, Index, OptRE, m// loop, each for at least 10
+ CPU seconds...
     BigRE: 10 wallclock secs (10.63 usr +  0.00 sys = 10.63 CPU) @ 20
+25.69/s (n=21523)
     Index: 11 wallclock secs (10.47 usr +  0.00 sys = 10.47 CPU) @ 19
+019.11/s (n=199092)
     OptRE: 11 wallclock secs (10.51 usr +  0.00 sys = 10.51 CPU) @ 27
+02.33/s (n=28415)
  m// loop: 11 wallclock secs (10.45 usr +  0.00 sys = 10.45 CPU) @ 95
+93.84/s (n=100294)
[download]

And the test code:

use strict;
use warnings;
use Benchmark;

my @matchlist = qw( this that these those some other too);
my $string = 'here we have a typical sentance which has a match near t
+he othr end';
my $bigregex = join '|', map quotemeta($_), @matchlist;
my $byhandre = 'th(is|at|ese|ose)|some|other|too';

timethese(shift, {
        'Index',    'SimpleIndex',
        'm// loop', 'Match',
        'BigRE',    'BigRE',
        'OptRE',    'ByHand',
                } );

sub SimpleIndex {
  for (@matchlist) { 
    return 1 if(index($string, $_) != $[-1 ); 
  }
  0;
}

sub Match {
  for (@matchlist) { 
    return 1 if( $string =~ /$_/io );  
  }
  0;
}

sub BigRE {
  return 1 if( $string =~ /$bigregex/io );
  0;
}

sub ByHand {
  return 1 if( $string =~ /$byhandre/io );
  0;
}
[download]