Update to the code at http://blog.cdleary.com/2010/04/efficiency-of-list-comprehensions/

ipython.py

In [27]: %%timeit
    ...: result = []
    ...: for i in range(2000):
    ...:     result.append(i * 2)
    ...:
1000 loops, best of 3: 285 µs per loop

In [28]: %%timeit
    ...: result = []
    ...: add = result.append
    ...: for i in range(2000):
    ...:     add(i * 2)
    ...:
1000 loops, best of 3: 211 µs per loop

In [29]: %timeit result = [i * 2 for i in range(2000)]
10000 loops, best of 3: 183 µs per loop

loop.py

In [16]: import dis
    ...: import inspect
    ...: import timeit
    ...:
    ...:
    ...: programs = dict(
    ...:     loop="""
    ...: result = []
    ...: for i in range(20):
    ...:     result.append(i * 2)
    ...: """,
    ...:    loop_faster="""
    ...: result = []
    ...: add = result.append
    ...: for i in range(20):
    ...:     add(i * 2)
    ...: """,
    ...:     comprehension='result = [i * 2 for i in range(20)]',
    ...: )
    ...:
    ...:
    ...: for name, text in programs.items():
    ...:     print(name, timeit.Timer(stmt=text).timeit())
    ...:     code = compile(text, '<string>', 'exec')
    ...:     dis.disassemble(code)
    ...:
loop 3.253456643191271
  2           0 BUILD_LIST               0
              3 STORE_NAME               0 (result)

  3           6 SETUP_LOOP              37 (to 46)
              9 LOAD_NAME                1 (range)
             12 LOAD_CONST               0 (20)
             15 CALL_FUNCTION            1 (1 positional, 0 keyword pair)
             18 GET_ITER
        >>   19 FOR_ITER                23 (to 45)
             22 STORE_NAME               2 (i)

  4          25 LOAD_NAME                0 (result)
             28 LOAD_ATTR                3 (append)
             31 LOAD_NAME                2 (i)
             34 LOAD_CONST               1 (2)
             37 BINARY_MULTIPLY
             38 CALL_FUNCTION            1 (1 positional, 0 keyword pair)
             41 POP_TOP
             42 JUMP_ABSOLUTE           19
        >>   45 POP_BLOCK
        >>   46 LOAD_CONST               2 (None)
             49 RETURN_VALUE
loop_faster 2.745425177352331
  2           0 BUILD_LIST               0
              3 STORE_NAME               0 (result)

  3           6 LOAD_NAME                0 (result)
              9 LOAD_ATTR                1 (append)
             12 STORE_NAME               2 (add)

  4          15 SETUP_LOOP              34 (to 52)
             18 LOAD_NAME                3 (range)
             21 LOAD_CONST               0 (20)
             24 CALL_FUNCTION            1 (1 positional, 0 keyword pair)
             27 GET_ITER
        >>   28 FOR_ITER                20 (to 51)
             31 STORE_NAME               4 (i)

  5          34 LOAD_NAME                2 (add)
             37 LOAD_NAME                4 (i)
             40 LOAD_CONST               1 (2)
             43 BINARY_MULTIPLY
             44 CALL_FUNCTION            1 (1 positional, 0 keyword pair)
             47 POP_TOP
             48 JUMP_ABSOLUTE           28
        >>   51 POP_BLOCK
        >>   52 LOAD_CONST               2 (None)
             55 RETURN_VALUE
comprehension 2.4492211362247645
  1           0 LOAD_CONST               0 (<code object <listcomp> at 0x0000000006AC84B0, file "<string>", line 1>)
              3 LOAD_CONST               1 ('<listcomp>')
              6 MAKE_FUNCTION            0
              9 LOAD_NAME                0 (range)
             12 LOAD_CONST               2 (20)
             15 CALL_FUNCTION            1 (1 positional, 0 keyword pair)
             18 GET_ITER
             19 CALL_FUNCTION            1 (1 positional, 0 keyword pair)
             22 STORE_NAME               1 (result)
             25 LOAD_CONST               3 (None)
             28 RETURN_VALUE