Pygame takes over 2 seconds to quit for me, and pretty much all this time is taken in mixer.quit(). This is pretty frustrating when starting and stopping my game a lot for debugging.
from time import time
I don't think I get this on Windows, only on Linux, although I only have a Linux machine to hand right now.
I'm running on Ubuntu 10.10. SDL version is 1.2.14. I built pygame from the hg repository today and still see this behaviour.
$ uname -a
Linux dischord 2.6.35-30-generic
#59-Ubuntu SMP Tue Aug 30 19:00:03 UTC 2011 x86_64 GNU/Linux