Since seeing it mentioned in Chromatic's blog about What's Going Right in Perl I've been happily using cpanminus.

It's much easier to use than CPAN.pm and CPANPLUS.

You can optionally use local::lib first to set up a private lib for modules:

# set up a local perl module location inside a directory (csh variant)
perl -Mlocal::lib=./ >.setenv.csh
source .setenv.csh

# once a local perl location is set up, install cpanminus
curl -L http://cpanmin.us | perl - App::cpanminus
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