Is there an equivalent of cons in Python? (any version above 2.5)
cons
If so, is it built in? Or do I need easy_install do get a module?
easy_install
Note that Python's lists are implemented as vectors, not as linked lists. You could do lst.insert(0, val), but that operation is O(n).
lst.insert(0, val)
If you want a data structure that behaves more like a linked list, try using a Deque.