I'd create a dictionary :

options = {'this': doThis,'that' :doThat, 'there':doThere}

Now use just:

options.get(something, doThisMostOfTheTime)()

If something is not found in the options dict then dict.get will return the default value doThisMostOfTheTime

Some timing comparisons:

Script:

from random import shuffle
def doThis():pass
def doThat():pass
def doThere():pass
def doSomethingElse():pass
options = {'this':doThis, 'that':doThat, 'there':doThere}
lis = range(10**4) + options.keys()*100
shuffle(lis)

def get():
    for x in lis:
        options.get(x, doSomethingElse)()

def key_in_dic():
    for x in lis:
        if x in options:
            optionsx
        else:
            doSomethingElse()

def if_else():
    for x in lis:
        if x == 'this':
            doThis()
        elif x == 'that':
            doThat()
        elif x == 'there':
            doThere()
        else:
            doSomethingElse()

Results:

>>> from so import *
>>> %timeit get()
100 loops, best of 3: 5.06 ms per loop
>>> %timeit key_in_dic()
100 loops, best of 3: 3.55 ms per loop
>>> %timeit if_else()
100 loops, best of 3: 6.42 ms per loop

For 10**5 non-existent keys and 100 valid keys::

>>> %timeit get()
10 loops, best of 3: 84.4 ms per loop
>>> %timeit key_in_dic()
10 loops, best of 3: 50.4 ms per loop
>>> %timeit if_else()
10 loops, best of 3: 104 ms per loop

So, for a normal dictionary checking for the key using key in options is the most efficient way here:

if key in options:
   optionskey
else:
   doSomethingElse()