If there is still interest in magic squares, I've uploaded magic_square 
package to the CheeseShop today,

http://www.python.org/pypi/magic_square/0.1
http://mihailovs.com/Alec/Python/magic_square.html

It can be installed using SAGE's python - untar the source somewhere, cd 
there and do

sage-python setup.py install

After that it runs quite fast in SAGE,

{{{
sage: from magic_square import *
sage: time a=magic(1000)
CPU times: user 0.02 s, sys: 0.00 s, total: 0.02 s
Wall time: 0.02
sage: time a=magic(1001)
CPU times: user 0.02 s, sys: 0.02 s, total: 0.03 s
Wall time: 0.03
sage: time a=magic(1002)
CPU times: user 0.03 s, sys: 0.00 s, total: 0.03 s
Wall time: 0.03
sage: time ismagic(a)
CPU times: user 0.02 s, sys: 0.00 s, total: 0.02 s
Wall time: 0.02
True
}}}

Alec





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