Efficient way to either create a list, or append to it if one already exists?

See the docs for the setdefault() method:

setdefault(key[, default])
If key is
in the dictionary, return its value.
If not, insert key with a value of
default and return default. default
defaults to None.

You can use this as a single call that will get b if it exists, or set b to an empty list if it doesn’t already exist – and either way, return b:

>>> key = 'b'
>>> val="a"
>>> print d
{}
>>> d.setdefault(key, []).append(val)
>>> print d
{'b': ['a']}
>>> d.setdefault(key, []).append('zee')
>>> print d
{'b': ['a', 'zee']}

Combine this with a simple “not in” check and you’ve done what you’re after in three lines:

>>> b = d.setdefault('b', [])
>>> if val not in b:
...   b.append(val)
... 
>>> print d
{'b': ['a', 'zee', 'c']}