In the logs/ directory of your home directory...
note that you may not get a lot of debugging information here; a lot of scripts will give the nondescript 'premature end of script headers' or something like that.
Sometimes there are more detailed errors in the suexec log; you don't have access to that, but if you are debugging a really hairy script, you could ask support to grep through the suexec log for you.
We don't support mod_perl on shared hosting plans for a number of reasons (the short story is that mod_perl doen'st work very well in this type of environment). We use it internally (the web panel, for example, is in mod_perl), and could possibly support it on dedicated machines.