If you want to create GUIs, you might want to look at Tk and/or Wx. Bot are GUI toolkits which will work on multiple OSes and have libraries for different programming languages as well.
Also, if you want to build graphics intense applications, SDL sure is one way to go, but if you come from C++ you might be disappointed by the performance, interpreted languages like Perl, Ruby or Python deliver.
The performance of the library itself will be comparable, yes. But if you want to do some more involved calculations (say e.g. precise collision detection) in Perl, it may slow down the program substantially. Perl is just not meant for that. But we are lucky in the way that Perl allows for Modules written in C and even writing single subroutines in C or C++ quite painlessly via Inline::C(++).