Is python exception handling more efficient than PHP and/or other languages?

I have it drilled into my head that (at least in PHP) it is badbadmojo to use try... catch blocks for flow control. What I've learned is to use them only to handle unexpected errors, not determine the logic flow of the program, because catch blocks are expensive.

Now that I'm learning python, I see a lot of exceptions everywhere and the EAFP principle. Does this mean that python is more efficient at handling exceptions, so I don't need to be as worried about them for flow control, or does the principle still stand? If not, is PHP the exception from the norm (as compared to other languages), or is Python?