@Blair Conrad: You could also implement your glob/reduce using sum, like so:
files = sum([glob.glob(f) for f in args], [])
This is less verbose than either of your two examples, is perfectly Pythonic, and is still only one line of code.
So to answer the original question, I personally try to avoid using reduce because it's never really necessary and I find it to be less clear than other approaches. However, some people get used to reduce and come to prefer it to list comprehensions (especially Haskell programmers). But if you're not already thinking about a problem in terms of reduce, you probably don't need to worry about using it.
