All the books I've read on data structures so far seem to use C/C++, and make heavy use of the "manual" pointer control that they offer. Since Python hides that sort of memory management and garbage collection from the user is it even possible to implement efficient data structures in this language, and is there any reason to do so instead of using the built-ins?
C/C++ data structure books are only attempting to teach you the underlying principles behind the various structures - they are generally not advising you to actually go out and re-invent the wheel by building your own library of stacks and lists.
Whether you're using Python, C++, C#, Java, whatever, you should always look to the built in data structures first. They will generally be implemented using the same system primitives you would have to use doing it yourself, but with the advantage of having been tried and tested.
Only when the provided data structures do not allow you to accomplish what you need, and there isn't an alternative and reliable library available to you, should you be looking at building something from scratch (or extending what's provided).
Data Structures in Python