Chances are print "...\n" isn't used in conjunction with $/.

I'd look for $/ to make sure it's not going to interfere, then use something like

while (<>) {
    s/print(.*?)\\n("\)?;)/say$1$2/;
    s/(say.*?)[.,]\s*""(\)?;)/say$1$2/;
    print;
}
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Then, I'd do a quick diff between the original and the modified file to verify the change. Don't forget to look for missed occurrences, including local $\ = "\n"; print "foo";