The dev server itself probably isn't a great scraping tool; it's single-threaded and (at least for python; the java implementation might be drastically different) the datastore is fairly horrible when storing large amounts of data.
However, depending on what you're scraping, the production servers might not be well-suited to the task; if the sites can take longer than 10 seconds to respond to a request, the urlfetch API will timeout. If you can be sure that this won't be a problem, it's probably more convenient to do the scraping in production and write directly to the datastore.
If not, it might make sense to do the scraping with a standalone tool and then put the data into the production datastore either with a RESTful web service or the remote API.