Comment #1 on issue 1590 by asmeurer: Reduce powers of sin's and cos's to multi-argument functions
http://code.google.com/p/sympy/issues/detail?id=1590

There is also a quick and dirty work around way to do this, which involves converting to complex exponentials first, then back.

In [3]: (cos(x)**5).rewrite(exp).expand().rewrite(cos)
Out[3]:
cos(5⋅x)   5⋅cos(x)   5⋅cos(3⋅x)
──────── + ──────── + ──────────
   16         8           16


So while it would be better to implement the series (with binomial coefficients) given on that Wikipedia page, which is now http://en.wikipedia.org/wiki/Trig_identities#Power-reduction_formula, but that way can work too. The series would (probably) be faster to compute, and would also allow for expanding cos(x)**n and sin(x)**n with symbolic n.

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