What is the most pythonic way to exclude elements of a list that start with a specific character?

[x for x in my_list if not x.startswith('#')]

That's the most pythonic way of doing it. Any way of doing this will end up using a loop in either Python or C.

Not using a loop? There is filter builtin:

filter(lambda s: not s.startswith('#'), somestrings)

Note that in Python 3 it returns iterable, not a list, and so you may have to wrap it with list().