>>> mylist = [1,1,2,1,4,5,6,6,8]
>>> [elem for idx, elem in enumerate(mylist) if elem not in mylist[:idx]]
[1, 2, 4, 5, 6, 8]
>>> zip(*filter(lambda (idx, elem): elem not in mylist[:idx], enumerate(mylist)))[1]
(1, 2, 4, 5, 6, 8)

seen = set()
filter(lambda x: x not in seen and not seen.add(x), mylist)

def unique(_):
    __ = set()
    ___ = __.add
    return [_ for _ in _ if _ not in __ and not ___ (_)]

def unique2(_, __ = type({( )})):
    __ = type("(_._)", (__,),{'_':__.add}) ()
    return [_ for _ in _ if _ not in __ and not __._(_)]

def unique3(_, __ = type({( )})):
    __ = type("""
                      .-=-.          .--.
          __        .'     '.       /  " )
  _     .'  '.     /   .-.   \     /  .-'\
 ( \   / .-.  \   /   /   \   \   /  /    ^
  \ `-` /   \  `-'   /     \   `-`  /
jgs`-.-`     '.____.'       `.____.'""", (__,),
 {'_' : __.__dict__[filter(lambda _: '_' not in _,
                    sorted(__.__dict__))[::-1].pop()]})( {( )} )
    return [_ for _ in _ if _ not in __ and not __._(_)]

if not collect.add(e) and e not in collect" 

def unique(lst):
    [b]seen = set()[/b]
    result = []
    for x in lst:
        if x in seen:
            continue
        seen.add(x)
        result.append(x)
    return result

def unique(lst):
    result = []
    for x in lst:
        if x in result:
            continue
        result.append(x)
    return result

1000 21
  bench_set_loop       0.618780851364
  bench_list_loop      1.7107770443
10000 21
  bench_set_loop       5.74140501022
  bench_list_loop      17.0790119171

def bench_unique_set(lst):
    seen = set()
    result = []
    for x in lst:
        if x in seen:
            continue
        seen.add(x)
        result.append(x)
    return result
def bench_unique_list(lst):
    result = []
    for x in lst:
        if x in result:
            continue
        result.append(x)
    return result
import timeit
import random
for elem in (10000, 30000, 50000, 100000):
    mylist = [random.randint(0, elem) for i in range(elem)]
    print elem, len(set(mylist))
    for name, func in [(k,v) for k,v in globals().items()
                       if k.startswith('bench')]:
        print " %-20s %s" % (name, timeit.timeit(
              lambda: func(mylist),number = 1))
10000 6328
 bench_unique_set     0.00341678590387
 bench_unique_list    0.853494333394
30000 19064
 bench_unique_set     0.00928298693915
 bench_unique_list    7.69523085824
50000 31700
 bench_unique_set     0.0212902408726
 bench_unique_list    21.3993917074
100000 63186
 bench_unique_set     0.047203690252
 bench_unique_list    87.1938787334