Well, certainly take a long look at the regression tests in the Perl core. They're not in the best shape (I swear there are at least 5 different methods for doing the ok/not ok thing), but they are extremely thorough, and in general show the right ways to test things.

I don't think you'll find too many examples of different (separable) functionalities being tested together. I'm not sure I can think of a particularly easy or sensible way to do that. Would there really be no way of testing certain functionality without needing to test two objects together? I can't think of any example where a test in the core checks more than one distinct functionality at a time.

The general point of regression testing is to define functionality by testing the building blocks -- once you have the simple operations guaranteed, they'll fit together correctly.

Most important is maintaining the test suite. Any time you fix a bug, write a test for it. Any time you change functionality, write a test for it. Any time you add documentation, write a test to make sure that things are behaving the way that you're documenting them. In fact, that's a good way to start to fill out your test suite -- go through your documentation and write a test for everything you assert about your modules.