Pillar and Post retaining walls, interlocking masonry blocks and Limestone walls are both popular materials for building retaining walls in Perth.
Depending on slope and proximity to buildings as well as the height of the proposed wall you may need to seek local council approval before constructing a retaining wall.
Factors to consider are drainage, retaining walls need to have drainage behind them to prevent water build up and unnecessary pressure which may damage the structure of the wall, wall strength, taller constructions may require an engineering certificate for safety, and aesthetics, in any garden a retaining wall needs to to fit in well with the surroundings. If you are in an area that is prone to termites, carefully consider using termite resistant materials.