Not at my computer right now to whip up a simple benchmark(phone), but there is a pretty exhaustive benchmark here: http://stackoverflow.com/questions/2612802/how-to-clone-a-li...
>>> t1 = timeit.Timer('copy.copy(orig)','import copy;import random;orig = [random.randint(0,255) for r in xrange(10)];')
>>> t2 = timeit.Timer('orig[:]','import copy;import random;orig = [random.randint(0,255) for r in xrange(10)];')
>>> t3 = timeit.Timer('list(orig)','import copy;import random;orig = [random.randint(0,255) for r in xrange(10)];')
>>> print t1.timeit(10000)
0.0183310508728
>>> print t2.timeit(10000)
0.00397896766663
>>> print t3.timeit(10000)
0.00760293006897
This implies more setup cost for copy() and list(), but after that they're faster.
Also, the minor difference in slice vs. list() for large lists are likely platform dependent and highly sensitive to the details of branch prediction and cache.