The last time something similar was asked on here was 2007. I did a quick search on CPAN, and found Module::CGI::Install and App::Build, built around Module::Install and Module::Build respectively. But neither one of them seems to have any uptake as best I can tell (using Google codesearch).
My other thought was to insert a script for the person to to run after the module's installed, and that script would download the necessary files and put them in the right place. (downloading as I can't be sure where the module's tarball might be) ... but that seems a little iffy, as you don't have a chance to review what's getting inserted ... and for the ones with config files, they actually need the files to run their tests.
Are there other alternatives that I've managed to overlook? Or if other people are using App::Build or Module::CGI::Install (other than the authors), could you comment on your experience with it?