Try to timeit both.
But second is widely known to be faster.
Basically map is faster than list comprehension which is faster than for loop.
A whole lot of literature is available on the web about this subject.
EDIT:
I promised an update with actual, tangible results. Here is the code.
import random
import timeit
old_list = [ random.randint(0, 100000) for i in range(0, 100) ]
def floop(old_list):
new_list = []
for value in old_list:
new_list.append(value)
return new_list
def lcomp(old_list):
new_list = [ value for value in old_list ]
return new_list
if __name__=='__main__':
results_floop = timeit.Timer('floop(old_list)', "from __main__ import floop, old_list").timeit()
results_lcomp = timeit.Timer('lcomp(old_list)', "from __main__ import lcomp, old_list").timeit()
print("Function\t\tSeconds elapsed")
print("For loop\t\t{}".format(results_floop))
print("List comp\t\t{}".format(results_lcomp))
Remember: timeit loops through the called function 1 million times and prints the time elapsed in seconds. Read it like to execute this 1 million times, it took xx seconds.
Here are the results. I think they speak by themselves.
~/python » python3 lists.py
Function Seconds elapsed
For loop 11.089475459069945
List comp 5.985794545034878
timeitmodule.new_listand.append. I couldn't find anything in the Python style guide specifically forbidding it, so just consider it a personal favor to me ;-)