The python documentation states, that the reason cPickle is faster than Pickle is, that the former is implemented in C. What does that mean exactly?
I am making a module
As mentioned, numpy is excellent for vector computations. (Could be better still, but the comment that it's better than anything you could write without actually doing work is definitely true.)
Not everything can be easily vectorized, though, so if you do have tight inner loops with lots of function calls (say a heavily recursive algorithm) you still have a couple of options: probably the most popular is Cython, which allows you to write modules and functions in a kind of annotated Python and get C-like speed when you need it.
Or maybe your time is all dominated by library calls to compute eigenvalues or invert matrices or evaluate special functions or divide really large integers -- many of which the Sage project handles very well, by the way, if what you're doing is more mathematical than pure crunching -- in which case the time spent in Python might not even matter. It all depends on the details of the kind of numerics you're doing.