[python] check if a number already exist in a list in python

If you want to have unique elements in your list, then why not use a set, if of course, order does not matter for you: -

>>> s = set()
>>> s.add(2)
>>> s.add(4)
>>> s.add(5)
>>> s.add(2)
>>> s
39: set([2, 4, 5])

If order is a matter of concern, then you can use: -

>>> def addUnique(l, num):
...     if num not in l:
...         l.append(num)
...     
...     return l

You can also find an OrderedSet recipe, which is referred to in Python Documentation