Anyone who’s programmed in Python will tell you that it’s often easy to write a script, but it’s always hard to write an efficient script. This resource from the main Python wiki will teach you how to program for speed and performance.
The article covers many traps which people fall prey to when programming Python, such as repeating tasks too often, fetching too much data, and treating Python as if it were C. It shows how to recognize these mistakes when they occur, and how to fix them when they do. If you do any Python scripting, you should give this article a look.
