Why does ClO₄⁻ only have 3 double bonds? It seems that most people draw $\ce{ClO4^{-}}$ with three double bonds and the negative charge on the oxygen:
http://www.chemspider.com/Chemical-Structure.109953.html

However, it would seem that it is more stable for the negative charge to be on the chlorine as it is more electronegative? (thus giving 4 double bonds to each oxygen)
I think the best argument comes from resonance.

Drawing perchlorate with three $\ce{Cl-O}$ double bonds and the negative charge on the oxygen allows for three resonance structures to be drawn (four total). This resonance stabilization  dominates the Lewis structure over simply drawing four double bonds to chlorine.

In other words, energetic benefit of charge spread out over four oxygens > charge localized on one chlorine.