It is not entirely clear what you want, but I would use numpy.random.randint:
import numpy.random as nprnd
import timeit
t1 = timeit.Timer('[random.randint(0, 1000) for r in xrange(10000)]', 'import random') # v1
### Change v2 so that it picks numbers in (0, 10000) and thus runs...
t2 = timeit.Timer('random.sample(range(10000), 10000)', 'import random') # v2
t3 = timeit.Timer('nprnd.randint(1000, size=10000)', 'import numpy.random as nprnd') # v3
print t1.timeit(1000)/1000
print t2.timeit(1000)/1000
print t3.timeit(1000)/1000
which gives on my machine:
0.0233682730198
0.00781716918945
0.000147947072983
Note that randint is very different from random.sample (in order for it to work in your case I had to change the 1,000 to 10,000 as one of the commentators pointed out -- if you really want them from 0 to 1,000 you could divide by 10).
And if you really don't care what distribution you are getting then it is possible that you either don't understand your problem very well, or random numbers -- with apologies if that sounds rude...