|Don't ask to ask, just ask|
On Windows I use PPM, CPAN.pm, manual tarball, and just copy the blasted files, in that order. Steps two and three do depend on having obtained nmake or something like that on that particular machine though. Sadly pmake doesn't work (for me at least).
PPM tip of the day (1): PPM in 633 seems to have a somewhat strange bug where it won't install some modules claiming it can't find a suitable implementation. Try describing the module then installing it again. It will (if there actually is a Win implementation) then install. Strange.
PPM tip of the day (2): If you install modules any other way than via PPM, and sometimes even when you do, the otherwise excellent HTML docs will not update to reflect this.
will walk all your modules regenerating the docs from the POD. Most useful.
On *NIX I use CPAN.pm, tarball in that order. Haven't so far had to go any further than that.
As mentioned in another post I made further up, to be as totally cross-platform as Perl wants to and should be, someone should get rid of that stupid make part though.
That is the problem that should be addressed first and foremost, not that CPAN.pm is slightly buggy. It is a *huge* hassle for beginners to even obtain a make and then get it to work, and PPM rarely has all modules you need. Even if PPM did, and even though PPM is available for several platforms, why can't there be a Perl-only installer that is core everywhere?
Make is fine for me, now. Mostly. I recall how much trouble that was and I'm sure lots of others are going through the same right now.
Lots of people are talking about CPANPLUS. I never got it to work, but that was a long time ago, so I'm sure it works now. I'm not sure what it is that makes it so good though. I must look that up. Does it still use make/nmake/etc? If so, I wonder what is the benefit, because that is the only part that fails (when something fails) with CPAN.pm for me. Like I said, I will have to look the facts up.
You have moved into a dark place.
It is pitch black. You are likely to be eaten by a grue.