Hmmm. There was an answer with a list comprehension here, but it's disappeared.
Here:
[i for i,x in enumerate(testlist) if x == 1]
Example:
>>> testlist
[1, 2, 3, 5, 3, 1, 2, 1, 6]
>>> [i for i,x in enumerate(testlist) if x == 1]
[0, 5, 7]
Update:
Okay, you want a generator expression, we'll have a generator expression. Here's the list comprehension again, in a for loop:
>>> for i in [i for i,x in enumerate(testlist) if x == 1]:
... print i
...
0
5
7
Now we'll construct a generator...
>>> (i for i,x in enumerate(testlist) if x == 1)
<generator object at 0x6b508>
>>> for i in (i for i,x in enumerate(testlist) if x == 1):
... print i
...
0
5
7
and niftily enough, we can assign that to a variable, and use it from there...
>>> gen = (i for i,x in enumerate(testlist) if x == 1)
>>> for i in gen: print i
...
0
5
7
And to think I used to write FORTRAN.