Not to kick a dead horse (this question is very old and already has lots of good answers), but here is a solution using pandas that is quite fast in many circumstances and is dead simple to use.
import pandas as pd
my_list = [0, 1, 2, 3, 4, 1, 2, 3, 5]
>>> pd.Series(my_list).drop_duplicates().tolist()
# Output:
# [0, 1, 2, 3, 4, 5]