Now, what would be nice is Perl command buffer along the lines of the e-shell.

I took a look into M-x eshell, in both emacsen, but I have problems to see what it's good for... the documentation is a stub and the functionality is barely better than with M-x shell ...???

Anyway if you want a nice perl-shell embedded into emacs you should really try to install sepia, I simply took the debian install package and it worked straight away (well in GNU not Xemacs).