Practically speaking you're going to want an environment with a CPAN client. While Strawberry Perl has made things leaps and bounds easier there's still the issue of whether CPAN modules install properly in all environments, and especially if they're not "pure-Perl" and/or depend on third-party libraries when building and linking; and if they do, how easy they make the install process. Not every module with these build issues releases an updated binary though for many you can find one in a ppm repository.

Update: Just saw it, see also ikegami's post.