To know when and what to escape without attempts is necessary to understand precisely the chain of contexts the string pass through. You will specify the string from the farthest side to its final destination which is the memory handled by the regexp parsing code.
Be aware how the string in memory is processed: if can be a plain string inside the code, or a string entered to the command line, but a could be either an interactive command line or a command line stated inside a shell script file, or inside a variable in memory mentioned by the code, or an (string)argument through further evaluation, or a string containing code generated dynamically with any sort of encapsulation...
Each of this context assigned some characters with special functionality.
When you want to pass the character literally without using its special function (local to the context), than that's the case you have to escape it, for the next context... which might need some other escape characters which might additionally need to be escaped in the preceding context(s). Furthermore there can be things like character encoding (the most insidious is utf-8 because it look like ASCII for common characters, but might be optionally interpreted even by the terminal depending on its settings so it might behave differently, then the encoding attribute of HTML/XML, it's necessary to understand the process precisely right.
E.g. A regexp in the command line starting with perl -npe, needs to be transferred to a set of exec system calls connecting as pipe the file handles, each of this exec system calls just has a list of arguments that were separated by (non escaped)spaces, and possibly pipes(|) and redirection (> N> N>&M), parenthesis, interactive expansion of * and ?, $(()) ... (all this are special characters used by the *sh which might appear to interfere with the character of the regular expression in the next context, but they are evaluated in order: before the command line. The command line is read by a program as bash/sh/csh/tcsh/zsh, essentially inside double quote or single quote the escape is simpler but it is not necessary to quote a string in the command line because mostly the space has to be prefixed with backslash and the quote are not necessary leaving available the expand functionality for characters * and ?, but this parse as different context as within quote. Then when the command line is evaluated the regexp obtained in memory (not as written in the command line) receives the same treatment as it would be in a source file.
For regexp there is character-set context within square brackets [ ], perl regular expression can be quoted by a large set of non alfa-numeric characters (E.g. m// or m:/better/for/path: ...).
You have more details about characters in other answer, which are very specific to the final regexp context. As I noted you mention that you find the regexp escape with attempts, that's probably because different context has different set of character that confused your memory of attempts (often backslash is the character used in those different context to escape a literal character instead of its function).