using backslash in python (not to escape)

To answer your question directly, put r in front of the string.

final= path + r'\xulrunner.exe ' + path + r'\application.ini'

But a better solution would be os.path.join:

final = os.path.join(path, 'xulrunner.exe') + ' ' + \
         os.path.join(path, 'application.ini')

(the backslash there is escaping a newline, but you could put the whole thing on one line if you want)

I will mention that you can use forward slashes in file paths, and Python will automatically convert them to the correct separator (backslash on Windows) as necessary. So

final = path + '/xulrunner.exe ' + path + '/application.ini'

should work. But it's still preferable to use os.path.join because that makes it clear what you're trying to do.

You can escape the slash. Use \\ and you get just one slash.