That code looks reasonable. I have a few thoughts, though...
1) You don't need to declare variables before usage assignment in Python, so the first line in the posted code (cmd = "") isn't necessary.
2) You can use the sum() function to calculate the sum of a sequence (i.e. a list, tuple, set, etc.).
3) The user input should be processed inside a try..except block. Exception handling is very useful.
Since you've let the cat out of the bag and posted some code, I'll post a version with the above changes:
sumlist = []while 1: try: cmd = raw_input("Number or stop: ") sumlist.append(int(cmd)) except: break # stop if the user entered a non-numberif len(sumlist) > 0: print sumlist print sum(sumlist)/len(sumlist)