If you're using long lists, it appears the list comprehension's faster, not to mention more readable.
~$ python -mtimeit -s"mylist = ['a','b','c','d']" "list(enumerate(mylist))"
1000000 loops, best of 3: 1.61 usec per loop
~$ python -mtimeit -s"mylist = ['a','b','c','d']" "[(i, j) for i, j in enumerate(mylist)]"
1000000 loops, best of 3: 0.978 usec per loop
~$ python -mtimeit -s"mylist = ['a','b','c','d']" "[t for t in enumerate(mylist)]"
1000000 loops, best of 3: 0.767 usec per loop