You probably want to program it in a compiled language rather than an interpreted one (I know Python isn't technically interpreted but w/e). That's not to say it's impossible (depending on what you want to do, you could afford the relatively slow nature of interpreted languages) but it's not the smartest idea. If you don't want to have to fiddle with memory management or pointers but still need a compiled language, you can try C#. It won't get you the performance that C/C++ will, but I've found that it's close enough if you're not doing anything extraordinarily resource intensive.
C# and Java have nearly the same performance profile. It may be efficient if you were to use Java for multi-OS production (and easy to use OpenGL bindings). C# can be multi-OS with Mono, but as it'd probably not hurt you any more to use Java, that's what I'd suggest.
I studied programming language performances a while back. Java uses a lot of ram, but it's CPU performance is about 5x faster than Python, and just about 2x slower than C.