what the best way to get 1000 page on same server?

[JuHui]

Hi :
I want to get many html page on same server.
I have tried httplib and urllib.
I think httplib is better one because it's httplib.HTTPConnection. It
will establish one network connection then do other opration before
connection close. The urllib will establish network connection each
time request. Am I wrong? How about urllib2? how about a new socket
client for this requirement?
is there any other lib shall I use for this requirement?
Any suggestion are welcome.