#!/usr/bin/env perl
use strict;
use warnings;
die "Usage: blah blah\n" unless @ARGV;
my $regex = qr/@{[shift]}/;

/$regex/ && print while <>;
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It certainly won't beat /bin/grep in speed, but you can give it cooler regexps. Note that this version takes any number of files as input. And it differs from /bin/grep in one important point: it returns a 0 status even when it finds no matches.

Also watch out for regexp characters that have special meaning to the shell.

Update: fixed stray -w in first line.