[python] Combining two sorted lists in Python

Use the 'merge' step of merge sort, it runs in O(n) time.

From wikipedia (pseudo-code):

function merge(left,right)
    var list result
    while length(left) > 0 and length(right) > 0
        if first(left) = first(right)
            append first(left) to result
            left = rest(left)
        else
            append first(right) to result
            right = rest(right)
    end while
    while length(left) > 0 
        append left to result
    while length(right) > 0 
        append right to result
    return result

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