This might be a relatively recent feature, but I like:
A.dot(B).dot(C)
or if you had a long chain you could do:
reduce(numpy.dot, [A1, A2, ..., An])
Update:
There is more info about reduce here. Here is an example that might help.
>>> A = [np.random.random((5, 5)) for i in xrange(4)]
>>> product1 = A[0].dot(A[1]).dot(A[2]).dot(A[3])
>>> product2 = reduce(numpy.dot, A)
>>> numpy.all(product1 == product2)
True
Update 2016:
As of python 3.5, there is a new matrix_multiply symbol, @
:
R = A @ B @ C