use Filter::Handle qw/subs/; 
use strict;

{
  my( $i, $n ) = (0,1); # Scoped, only the filter sees them  
  Filter \*STDOUT, 
    sub 
    { 
      @_ = @_; # Laziness
      my $string = $n ? "Line ".++$i.": " : "";
      for(@_){ s/\n(.)/"\nLine ".++$i.": $1"/egm; $string .= $_ }
      $n = $_[$#_] =~ /\n$/;
      return $string;
    }
}

# A quick test:
print "line 1\n";
print 'line 2', ' line 2 cont.';
print ' more stuff for line 2', "\n";
print "this is line 3\nand this is line 4";
print "\nthis is line 5";

__END__
# And yes, this prints:

Line 1: line 1
Line 2: line 2 line 2 cont. more stuff for line 2
Line 3: this is line 3
Line 4: and this is line 4
Line 5: this is line 5