Multiple inserts without COPY

Hello!

I have a routine in my application where I have the potential to 
generate hundreds of inserts or deletes at one time.  Right now, I 
issue each insert and delete separately.  I'm hoping there might be a 
way of generating a single SQL statement to send to the backend for 
each.  The deletes look something like

delete from CL where CL_id = i

where i could be a list of several hundred integers.  Again, right now 
I iterate through the list.

The inserts might look like

insert into CL (CO_id, PE_ID) values (j, k)

where j and k are also integers and I could have a list of several 
hundred pairs of j and k.

MySQL has a multiple insert feature where you simply append a bunch of 
(j, k)'s separated by a comma.  Does PostgreSQL have anything like 
this?  I was hoping I might be able to use COPY, but I see that's 
really only for psql.

Are there any options?  Or, do I simply send a bunch of queries?

Thanks!
Mark