I like bart's (edited to correct name) solution except you may want to add a prototype so you can call the sub without parentheses around the arguments.

#!/usr/bin/perl

use strict;
use warnings;
use 5.008;

sub say (@){
    local $\ = "\n";
    print @_ ? @_ : $_;
}

say 'Hey';
[download]

>>>Update>>>: On further testing, I guess you don't need a prototype. The trick is to define the sub above the statement where you call it. The following works just as well for me:

#!/usr/bin/perl

use strict;
use warnings;
use 5.008;

sub say{
    local $\ = "\n";
    print @_ ? @_ : $_;
}

say 'Hey';
[download]