Вот мой ответ:
s = '0123456'
print s[::3]
# 036
# first way(understandable) create a new str
s_new = ''
for i in xrange(len(s)):
if i % 3 != 0:
s_new += s[i]
print s_new
# 1245
# second way
s_lst = [c if i % 3 else '' for i, c in enumerate(s)]
print s_lst
# ['', '1', '2', '', '4', '5', '']
s_new = ''.join(s_lst)
print s_new
# 1245
# you can put it in single line
s_new = ''.join([c if i % 3 else '' for i, c in enumerate(s)])
print s_new
# 1245
# third way
s_idx = filter(lambda x: x[0] % 3, enumerate(s))
print s_idx
# [(1, '1'), (2, '2'), (4, '4'), (5, '5')]
print ''.join([x[1] for x in s_idx])
# 1245