I favor the split method, myself, but if I was going to implement it the way you started, I'd go with:

for my $index ( 0 .. length( $string ) - 1 ) {
   my $a = index( $string, $index, 1 );
   #
   # do something 
}
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That is: you have a string, you know how long the string is, you should rely on that knowledge. What you did was more C-like than Perl-like.