I prefer to use string concatenation using the 'addition' operator, which makes it more explicit:

cursor.execute('SELECT foo, bar FROM mytable ' +

               'WHERE baz = %(baz)s',

               {'baz': baz})

At compile time, they are implemented in the same way:

>>> dis.dis(lambda: 'a' + 'a')
  2           0 LOAD_CONST               2 ('aa')
              3 RETURN_VALUE        
>>> dis.dis(lambda: 'a' 'a')
  2           0 LOAD_CONST               1 ('aa')
              3 RETURN_VALUE

Rigel