I've been doing some work recently on some Perl files which don't have extensions i.e. [file.pl --> file].

I'd love to have the syntax highlighting available to me, maybe it could be done via the script header: #!/usr/bin/perl?

Try to add "*." (without quotes) to extension list for Perl in Settings > File Associations

I'd rather have something similar to Ultraedit... Where you can manually select the syntax highlighting type for an unsaved file (or a file where there's no associated syntax highlighting).

Just add a menu option "Syntax Highlighting" and offer a choice of basic supported types.