I'd say it somewhat depends on the OS you're using. If you're on a Unix of some description, then it's usually easy to make and install modules yourself from source, since you'll likely have gcc, and can therefore deal with pure Perl and XS modules with equal alacrity. If you're on Windows, you may find it easier to use a binary port of perl like the one from ActiveState, and install modules from binary distributions using their PPM tool. There are a few problems with this: the PPM distributions are sometimes out of date or missing; the latest version doesn't seem to update the HTML documentation when you install modules any more; and you can't use certain modules properly (like Inline). If this bugs you, you could always compile perl yourself with Mingw, Microsoft's VCToolkit, or run it inside Cygwin.
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