David, you were correct the first time and your second example is fine. ] can be the first character in a class without being escaped.

H:\>perl -e "$_='a';/[]a]/?print 'Y':print 'N'"
Y
H:\>
[download]

On an XP box (which is why you see the reversed quote notation). I also believe you're absolutely correct about the hyphen being acceptable as the last character (it's not "underscore to nothing").