map
may be microscopically faster in some cases (when you're NOT making a lambda for the purpose, but using the same function in map and a listcomp). List comprehensions may be faster in other cases and most (not all) pythonistas consider them more direct and clearer.
An example of the tiny speed advantage of map when using exactly the same function:
$ python -m timeit -s'xs=range(10)' 'map(hex, xs)'
100000 loops, best of 3: 4.86 usec per loop
$ python -m timeit -s'xs=range(10)' '[hex(x) for x in xs]'
100000 loops, best of 3: 5.58 usec per loop
An example of how performance comparison gets completely reversed when map needs a lambda:
$ python -m timeit -s'xs=range(10)' 'map(lambda x: x+2, xs)'
100000 loops, best of 3: 4.24 usec per loop
$ python -m timeit -s'xs=range(10)' '[x+2 for x in xs]'
100000 loops, best of 3: 2.32 usec per loop
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…