Lorenz's patch uses a set, not a list for special characters.  Set 
lookup is as fast as dict lookup, but a set takes less memory because it 
does not have to store dummy values.  More importantly, use of frozenset 
instead of dict makes the code clearer.  On the other hand, I would 
simply use a string.  For a dozen entries, hash lookup does not buy you 
much.

Another nit: why use "\\%c" % (c) instead of obvious "\\" + c?

Finally, you can eliminate use of index and a temporary list altogether 
by using a generator expression:

''.join(("\\" + c if c in _special else '\\000' if c == "\000" else c),
        for c in pattern)