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If you're using GNU find, you can use the -regex option:

find ./ -regextype posix-extended -regex ".*\.(pl|pm|sql|so|sh|java|class|jar|gz|Z)"

If you don't have GNU find, you can use egrep:
...

Maybe
find . -type f | egrep '.pl$|.pm$|.sql$|.so$|.sh$|.java$|.class$|.jar$|.gz$|.Z$' or
find . -type f | egrep '.p[lm]$|.sql$|.s[oh]$|.java$|.class$|.jar$|.gz$|.Z$'