def _append_or_set(x, to_append):
    if x is None:
        return to_append
    if type(x) is str:
        return [x, to_append]
    if type(x) is list:
        x.append(to_append)
        return x

def _filter_data(filter_by):
    filter_by = _append_or_set(filter_by, 'foo')
    return do_my_filtering(filter_by)

>>> def _append_or_set(x, to_append):
...     try:
...         x.append(to_append)
...     except AttributeError:
...         if x:
...             x = [x, to_append]
...         else:
...             x = to_append
...     finally:
...         return x
...
>>> _append_or_set([5,3,4], 6)
[5, 3, 4, 6]
>>> _append_or_set("this is x,", "this is appended")
['this is x,', 'this is appended']
>>> _append_or_set(None, "hello")
'hello'

def _append_or_set(x, to_append):
    if x is None:
        return [to_append]
    elif isinstance(x, (list, tuple, set)): # also accept tuples and sets
        return list(x) + [to_append]
    else:
        # assume that anything else is fine as the first element
        return [x, to_append]

@singledispatch
def append_or_set(x, to_append):
    raise RuntimeError("Unregistered type")

# This one isn't strictly necessary; you could just have the default behavior
# in the original function be to return the value to append if no other types
# will be supplied.
@append_or_set.register(type(None))
def append_or_set(x, to_append):
    return to_append


@append_or_set.register(str)
def append_or_set(x, to_append):
    return [x, to_append]

@append_or_set.register(list)
def append_or_set(x, to_append):
    x.append(to_append)
    return x