Just use an empty byte string, b''.

However, concatenating to a string repeatedly involves copying the string many times. A bytearray, which is mutable, will likely be faster:

msg = bytearray()  # New empty byte array
# Append data to the array
msg.extend(b"blah")
msg.extend(b"foo") 

To decode the byte array to a string, use msg.decode(encoding='utf-8').

So you have a Unicode string, but the code points are really UTF-8 bytes? That generally means the string was decoded with the wrong codec. The following translates code points back to bytes, since latin1 is the first 256 code points and maps 1:1 back to bytes:

b = s.encode('latin1')

If you look at the docs for bytes, it points you to bytearray:

bytearray([source[, encoding[, errors]]])

Return a new array of bytes. The bytearray type is a mutable sequence of integers in the range 0 <= x < 256. It has most of the usual methods of mutable sequences, described in Mutable Sequence Types, as well as most methods that the bytes type has, see Bytes and Byte Array Methods.

The optional source parameter can be used to initialize the array in a few different ways:

If it is a string, you must also give the encoding (and optionally, errors) parameters; bytearray() then converts the string to bytes using str.encode().

If it is an integer, the array will have that size and will be initialized with null bytes.

If it is an object conforming to the buffer interface, a read-only buffer of the object will be used to initialize the bytes array.

If it is an iterable, it must be an iterable of integers in the range 0 <= x < 256, which are used as the initial contents of the array.

Without an argument, an array of size 0 is created.

So bytes can do much more than just encode a string. It's Pythonic that it would allow you to call the constructor with any type of source parameter that makes sense.

For encoding a string, I think that some_string.encode(encoding) is more Pythonic than using the constructor, because it is the most self documenting -- "take this string and encode it with this encoding" is clearer than bytes(some_string, encoding) -- there is no explicit verb when you use the constructor.

I checked the Python source. If you pass a unicode string to bytes using CPython, it calls PyUnicode_AsEncodedString, which is the implementation of encode; so you're just skipping a level of indirection if you call encode yourself.

Also, see Serdalis' comment -- unicode_string.encode(encoding) is also more Pythonic because its inverse is byte_string.decode(encoding) and symmetry is nice.