Which is best in Python: urllib2, PycURL or mechanize?

I think this talk (at pycon 2009), has the answers for what you’re looking for (Asheesh Laroia has lots of experience on the matter). And he points out the good and the bad from most of your listing

• Scrape the Web: Strategies for
  programming websites that don’t
  expect it (Part 1 of 3)
• Scrape the Web: Strategies for
  programming websites that don’t
  expect it (Part 2 of 3)
• Scrape the Web: Strategies for
  programming websites that don’t
  expect it (Part 3 of 3)

From the PYCON 2009 schedule:

Do you find yourself faced with
websites that have data you need to
extract?
Would your life be simpler if
you could programmatically input data
into web applications, even those
tuned to resist interaction by bots?

We’ll discuss the basics of web
scraping, and then dive into the
details of different methods and where
they are most applicable.

You’ll leave
with an understanding of when to apply
different tools, and learn about a
“heavy hammer” for screen scraping
that I picked up at a project for the
Electronic Frontier Foundation.

Atendees should bring a laptop, if
possible, to try the examples we
discuss and optionally take notes.

Update:
Asheesh Laroia has updated his presentation for pycon 2010

• PyCon 2010: Scrape the Web:
  Strategies for programming websites
  that don’t expected it

  * My motto: "The website is the API."
  * Choosing a parser: BeautifulSoup, lxml, HTMLParse, and html5lib.
  * Extracting information, even in the face of bad HTML: Regular expressions, BeautifulSoup, SAX, and XPath.
  * Automatic template reverse-engineering tools.
  * Submitting to forms.
  * Playing with XML-RPC
  * DO NOT BECOME AN EVIL COMMENT SPAMMER.
  * Countermeasures, and circumventing them:
        o IP address limits
        o Hidden form fields
        o User-agent detection
        o JavaScript
        o CAPTCHAs 
  * Plenty of full source code to working examples:
        o Submitting to forms for text-to-speech.
        o Downloading music from web stores.
        o Automating Firefox with Selenium RC to navigate a pure-JavaScript service. 
  * Q&A; and workshopping
  * Use your power for good, not evil. 
  

Update 2:

PyCon US 2012 – Web scraping: Reliably and efficiently pull data from pages that don’t expect it

Exciting information is trapped in web pages and behind HTML forms. In this tutorial, >you’ll learn how to parse those pages and when to apply advanced techniques that make >scraping faster and more stable. We’ll cover parallel downloading with Twisted, gevent, >and others; analyzing sites behind SSL; driving JavaScript-y sites with Selenium; and >evading common anti-scraping techniques.