As you point out though, it depends on where the function is coming from:

$ python -mtimeit -s'nums=range(10)' '[str(i) for i in nums]' 100000 loops, best of 3: 2.57 usec per loop

$ python -mtimeit -s'nums=range(10)' 'map(str, nums)' 1000000 loops, best of 3: 1.88 usec per loop

$ python -mtimeit -s'nums=range(10)' 'import math' '[math.sqrt(i) for i in nums]' 100000 loops, best of 3: 3.25 usec per loop

$ python -mtimeit -s'nums=range(10)' 'import math' 'map(math.sqrt, nums)' 100000 loops, best of 3: 2.55 usec per loop