List of all unique characters in a string?

Use an OrderedDict. This will ensure that the order is preserved

>>> ''.join(OrderedDict.fromkeys( "aaabcabccd").keys())
'abcd'

PS: I just timed both the OrderedDict and Set solution, and the later is faster. If order does not matter, set should be the natural solution, if Order Matter;s this is how you should do.

>>> from timeit import Timer
>>> t1 = Timer(stmt=stmt1, setup="from __main__ import data, OrderedDict")
>>> t2 = Timer(stmt=stmt2, setup="from __main__ import data")
>>> t1.timeit(number=1000)
1.2893918431815337
>>> t2.timeit(number=1000)
0.0632140599081196

The simplest solution is probably:

In [10]: ''.join(set('aaabcabccd'))
Out[10]: 'acbd'

Note that this doesn't guarantee the order in which the letters appear in the output, even though the example might suggest otherwise.

You refer to the output as a "list". If a list is what you really want, replace ''.join with list:

In [1]: list(set('aaabcabccd'))
Out[1]: ['a', 'c', 'b', 'd']

As far as performance goes, worrying about it at this stage sounds like premature optimization.