The overhead of the method calls in a linked list implementation will kill any theoretical performance improvement unless you really, really are splicing in the middle of long lists very, very often.

If you really want to implement a linked list, go ahead. At the bottom of tilly's scratchpad there is an implementation of a doubly linked list in Perl that avoids accidentally creating circular references and leaking memory. It is available.

But I can guarantee you that it is the wrong approach to take for almost all possible programs that you might want to write.