I can't give you a comparison between the Apache:: and CGI:: modules because I use neither of them but bear this in mind: anything that starts with Apache:: has probably been written with mod_perl in mind, whilst anything beginning with CGI:: has probably been written as an adjunct to the CGI that comes with the Perl distribution.

I had a quick look at the documentation of the Apache:: version - it says that it should work with anything (even without Apache), but my inclination would be to work with the CGI:: version if you are going to use the standard CGI module in your application. Obviously, if you are going to be working with mod_perl, you should take a look at the Apache:: version.