I think that we should deprecate Series.append and DataFrame.append. They're making an analogy to list.append, but it's a poor analogy since the behavior isn't (and can't be) in place. The data for the index and values needs to be copied to create the result.

These are also apparently popular methods. DataFrame.append is around the 10th most visited page in our API docs.

Unless I'm mistaken, users are always better off building up a list of values and passing them to the constructor, or building up a list of NDFrames followed by a single concat.