A 3-D grid of regularly spaced points
I would say go with meshgrid or mgrid, in particular if you need non-integer coordinates.  I'm surprised that Numpy's broadcasting rules would be more efficient, as meshgrid was designed especially for the problem that you want to solve.
I want to create a list containing the 3-D coords of a grid of regularly spaced points, each as a 3-element tuple. I'm looking for advice on the most efficient way to do this. 
In C++ for instance, I simply loop over three nested loops, one for each coordinate. In Matlab, I would probably use the meshgrid function (which would do it in one command). I've read about meshgrid and mgrid in Python, and I've also read that using numpy's broadcasting rules is more efficient. It seems to me that using the zip function in combination with the numpy broadcast rules might be the most efficient way, but zip doesn't seem to be overloaded in numpy.