my $dbh = DBI->connect($conn_string, $user, $password,
{
    RaiseError => 1,
}) || die $DBI::errstr;

my $sth = $dbh->prepare(<<__END_SQL__);
SELECT stuff
  FROM some_place
 WHERE some_condition = 1
__END_SQL__

$sth->execute;

my $num_rows = 0;
while (my @x = $sth->fetchrow)
{
    $num_rows++;
    do_something_with(@x);
}

die "No rows found\n" unless $num_rows;

print "Done\n";
[download]

I fully agree. I had the same problems and scanned the web quite extensively. The SELECT COUNT method seems to work best (well, at least for me :) I'd prefer it over fetching all rows and counting them in a while loop, since that seems like a waste of resources to me (especially on really large data sets), and also over the $sth->rows, 'cause that doesn't seem to be reliable on SELECT queries.