In pure Python you can grow matrices column by column pretty easily:
data = []
for i in something:
newColumn = getColumnDataAsList(i)
data.append(newColu
Usually you don't keep resizing a NumPy array when you create it. What don't you like about your third solution? If it's a very large matrix/array, then it might be worth allocating the array before you start assigning its values:
x = len(something)
y = getColumnDataAsNumpyArray.someLengthProperty
data = numpy.zeros( (x,y) )
for i in something:
data[i] = getColumnDataAsNumpyArray(i)