Use a generator. This way you can generate the numbers as needed and not store them all at once. It also maintains the state of your counter, useful if you start building large projects and you forget to add one to your index. It's a very powerful way of programming in Python:
def running_id():
n = 1
while True:
yield 'A{0:05d}'.format(n)
n += 1
C = running_id()
for n in xrange(5):
print next(C)
Giving:
A00001
A00002
A00003
A00004
A00005