perl -pe '$_ = "$.: $_"' your_file >your_new_file
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perl -pe '$_ = /\S/ ? ++$q .": $_" : ""' in >out
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As an alternative, you can decrement $. with no ill effects, apart from forgetting where you actually are. :)
perl -pe '/\S/ ? s/^/$.: / : --$.'

cat -n file
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And even that can be shortened to:

nl file
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The -n and -b switches for cat are an example of creature feep.

use strict;
my $line_number = 0;
while (<>) {
    chomp;
    next if (m/^\s*$/);
    ++$line_number;
    print $line_number, ': ', $_, "\n";
}
___INPUT___
These are

all


my lines
for

now.
___OUTPUT
1: These are
2: all
3: my lines
4: for
5: now.
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