For neatness I much prefer:

print <<END;
<ul>
<li>blurb 1</li>
<li>blurb 2</li>
</ul>
END
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As for performance, for those tiny pieces of output, they will get buffered locally and not get transmitted until you close STDOUT (which usually means when you exit the script. Unless you've disabled buffering, which if your interested in performance you probably shouldn't have. For such small amount of output you'd be very hard push to detect any significant difference anyway.

Then the next step is:

print <DATA>;

...

__DATA__
<ul>
<li>blurb 1</li>
<li>blurb 2</li>
</ul>
[download]

And before you know it you're into the whole Template::Toolkit behemoth.