Saving an imshow-like image while preserving resolution

As you already guessed there is no need to create a figure. You basically need three steps. Normalize your data, apply the colormap, save the image. matplotlib provides all the necessary functionality:

import numpy as np
import matplotlib.pyplot as plt

# some data (512x512)
import scipy.misc
data = scipy.misc.lena()

# a colormap and a normalization instance
cmap = plt.cm.jet
norm = plt.Normalize(vmin=data.min(), vmax=data.max())

# map the normalized data to colors
# image is now RGBA (512x512x4) 
image = cmap(norm(data))

# save the image
plt.imsave('test.png', image)

While the code above explains the single steps, you can also let imsave do all three steps (similar to imshow):

plt.imsave('test.png', data, cmap=cmap)

Result (test.png):