I have a bunch of sorted lists of objects, and a comparison function
class Obj : def __init__(p) : self.points = p def cmp(a, b) : return a.p
Instead of using a list, you can use a [heap](http://en.wikipedia.org/wiki/Heap_(data_structure).
The insertion is O(log(n)), so merging a, b and c will be O(n log(n))
In Python, you can use the heapq module.