If you're sure that you're the only one trying to find such a file (no race conditions), you can do it this way:

#!/usr/bin/perl -w
use strict;

my $i = 1;
$i++ while -f "file_$i.dat";
open OUTFILE, "file_$i.dat";
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The problem is that someone could create the file between this program's loop and open statements. To avoid it you could either use:

$i++ while !sysopen( FILE, "file_$i.dat",O_RDWR|O_CREAT|O_EXCL);
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...or (the recommended solution) use File::MkTemp (if you don't need the names to be small natural numbers).

Update: I forgot to add that you need to 'use IO::File;' to get the O_* constants for sysopen.

-mk