There are multiple installers for cpan modules available; I know of at least CPAN.pm (comes with perl,) CPANPLUS, and cpanminus.
What is the difference between the t
It's impossible answer this question because it is too subjective. :)
From my point of view: cpanm is the simplest way install perl modules. You can install cpanm with:
curl -L http://cpanmin.us | perl - --sudo App::cpanminus
and after it you can install modules with simple:
cpanm Some::Module
You can use cpanm for mirroring (part of) CPAN to you local machine too, so IMHO cpanm is the best for the most common CPAN needs.