Is that any different than grep --perl (should be available most places GNU grep is)? I use that for complex regexes.

For even longer ones I just started using perl with /x, so you can uses insignificant whitespace and comments.

I didn't really compare, since grep marks --perl as "highly experimental". pcregrep on the other hand is around for a long time already.

One very useful feature in pcregrep is outputting the matched subpattern only. For example if you do:

    echo 'abcdefg' | pcregrep -o2  'a(bc)d(ef)g'

It will output only second matched subpattern.

And depending on the context makes them wrong. \d is not equivalent to [0-9].

Not only if it uses different locales. Normally it is equal to [0-9]. Don't even start on Unicode and regexes.