writing text file with line breaks

You can use:

f.write(str(i) + '\n')

Since your lines are already in a list, you can use writelines():

import itertools

lista = [",".join(i)+'\n' for i in itertools.permutations('0123456789',5)]

with open('lala.txt', 'w') as f:
    f.writelines(lista)

I've used the with statement which will automatically close the file for you; and used a list comprehension to create your initial list of permutations.