Create a .csv file with values from a Python list

I am trying to create a .csv file with the values from a Python list. When I print the values in the list they are all unicode (?), i.e. they look something like this

[u'value 1', u'value 2', ...]

If I iterate through the values in the list i.e. for v in mylist: print v they appear to be plain text.

And I can put a , between each with print ','.join(mylist)

And I can output to a file, i.e.

myfile = open(...)
print >>myfile, ','.join(mylist)

But I want to output to a CSV and have delimiters around the values in the list e.g.

"value 1", "value 2", ... 

I can't find an easy way to include the delimiters in the formatting, e.g. I have tried through the join statement. How can I do this?

import csv

with open(..., 'wb') as myfile:
    wr = csv.writer(myfile, quoting=csv.QUOTE_ALL)
    wr.writerow(mylist)

Edit: this only works with python 2.x.

To make it work with python 3.x replace wb with w (see this SO answer)

with open(..., 'w', newline='') as myfile:
     wr = csv.writer(myfile, quoting=csv.QUOTE_ALL)
     wr.writerow(mylist)

Here is a secure version of Alex Martelli's:

import csv

with open('filename', 'wb') as myfile:
    wr = csv.writer(myfile, quoting=csv.QUOTE_ALL)
    wr.writerow(mylist)