time python ~/Python/tmp/DNABench.py
found AAAGTAAGCC at 1000000 it took 0 miliseconds
found AAATGAAAAAG at 1048960 it took 1071 miliseconds
found GAAAAAGTAAG at 1085441 it took 1947 miliseconds
found TCTAAAAATAG at 1179694 it took 4075 miliseconds
found ACGTGATGTAG at 1204636 it took 4697 miliseconds
found AATAGATTCGG at 1548576 it took 13325 miliseconds
found TCGTACAAATG at 1576094 it took 14024 miliseconds
found CGGACGTGATG at 1599255 it took 14524 miliseconds
found ATTCGGACGTG at 1689064 it took 16926 miliseconds
found AGATTCGGACG at 1859204 it took 20982 miliseconds
found TGATGTAGTCG at 1984902 it took 23993 miliseconds
found AAATAGATTCG at 2000000 it took 24339 miliseconds
Python regex took 24339 milliseconds

 real    0m24.459s
user    0m19.622s
sys     0m0.067s

time python /home/benoit/Python/tmp/DNABenchPsyco.py
found AAAGTAAGCC at 1000000 it took 1 miliseconds
found AAATGAAAAAG at 1048960 it took 309 miliseconds
found GAAAAAGTAAG at 1085441 it took 631 miliseconds
found TCTAAAAATAG at 1179694 it took 1220 miliseconds
found ACGTGATGTAG at 1204636 it took 1529 miliseconds
found AATAGATTCGG at 1548576 it took 4442 miliseconds
found TCGTACAAATG at 1576094 it took 4645 miliseconds
found CGGACGTGATG at 1599255 it took 4800 miliseconds
found ATTCGGACGTG at 1689064 it took 5372 miliseconds
found AGATTCGGACG at 1859204 it took 6490 miliseconds
found TGATGTAGTCG at 1984902 it took 7377 miliseconds
found AAATAGATTCG at 2000000 it took 7480 miliseconds
Python regex took 7480 milliseconds

 real    0m7.714s
user    0m5.654s
sys     0m0.029s

time bin/IronPythonConsole.exe /home/benoit/Python/tmp/DNABenchIron.py
Python regex took - milliseconds

 real    0m44.932s
user    0m0.060s
sys     0m0.044s

Ok. obviously Psyco wins. IronPython is damn slow, so my shell experience was more than a feeling.
Btw, as you can see, i have a bug to report because IronPython doesn't find any DNA subsequence ...