Here is a fully-working example on how to write Unicode text to the console under Windows with Perl 5.8 / 5.10:
The script also works under Cygwin and Linux, only the standard Perl console output is used instead.
If anyone wants to factor out the relevant code into a CPAN Perl module with the usual licences, I would welcome it. Unfortunately, I haven't got the necessary experience to do it myself.
I few months ago I tried to find some source code or information here in perlmonks.org and in CPAN, but I couldn't find anything ready-made and directly useful. But maybe I've just missed something.
R. Diez