The easiest way is to use set() :
>>> mj = [2, 4, 4, 4, 4, 4, 9, 9]
>>> mj2 = set(mj1)
>>> mj2
set([9, 2, 4])
>>> list(mj2)
[9, 2, 4]
If you want to maintain order (since the sets are a unordered list of elements), you can pass a sort at the end:
>>> sorted(list(mj2))
[2, 4, 9]
Another option, if your list is originally sorted and you want to maintain order, you can use the class OrderedDict and take advantage of it to maintain this order:
>>> from collections import OrderedDict
>>> OrderedDict.fromkeys(mj)
OrderedDict([(2, None), (4, None), (9, None)])
>>> OrderedDict.fromkeys(mj).keys()
[2, 4, 9]
OrderedDict is an implementation of the dictionaries that allows you to "remember" the order in which your elements have been inserted. Therefore, you can use the fromkeys dictionary method to use the elements of mj as the dictionary keys, since the elements of mj are previously sorted then the order is maintained.