>>> l = [1,2,3,3,2,1,2,4]
>>> set(l)
set([1, 2, 3, 4])

lines_seen = set() # holds lines already seen
outfile = open(outfilename, "w")
for line in open(infilename, "r"):
    if line not in lines_seen: # not a duplicate
        outfile.write(line)
        lines_seen.add(line)
outfile.close()