I've had good luck with ActiveState (already mentioned above). However, I would also take a look at the
cygwin environment. It's a unix/posix like environment that runs under windows. It comes with perl but the big advantage is that it comes with all the other standard unix tools (ls, grep, awk, sed, gcc, make, flex, yacc, vim, cat, tac, just to name a few) so it gives you a much more powerful environment than just perl and windows. If you are doing data munging, etc. and comfortable with the unix environment (or want to learn more about it) I highly recommend cygwin. On the other hand, if you want to use perl to do Win32 scripting and administration, you're probably better off with one of the solutions mentioned above since the Win32 modules don't necessarily play well with cygwin.