As with nearly everything, it depends on your use case.

If you want to generate transaction numbers for online bank transfers that you give your customers, using any kind of pseudo random number generator is probably a bad idea (there are hardware devices that generate truely random numbers based on optical quantum effects).

If you want to write some simulations for which the correlation length of the build-in PRNG in Perl isn't sufficient, the Mersenne Twister is a probably a very good alternative.

Generation of pseudo random numbers is a big area of research, and I'm not very familiar with it; but my impression is that if you are willing to trade speed and/or memory, you can get even better PRNGs. But you should only bother if your use case requires it.