I've been playing with Python this weekend. Currently I'm rebuilding "Clink" in Python instead of finishing it in Flash (It really needs AS 3.0 to do properly, and I only have access to 2.0).
The book I am reading (Game Programming: The L Line, The Express Line to Learning) recommeds the SPE (Stani's Python Editor) IDE for creating Python programs. However, the book doesn't really say how to get the program. Stani (the IDE's author) doesn't appear to have a web page with a "download" link and instructions; so here's a download link with instructions from me instead (this is for installing on Windows):
Step 1: Download & Install wxPython (NOT wxWidgets!!!!)
The book states that you should download and install wxWidgets. It turns out, you need wxPython instead, which you can get here:
Scroll down and get the version that matches your version of Python. Just double click the downloaded file, and it basically installs itself. I won't give you any advice on what boxes to check at the end of the install, because I don't remember what they said, and to be honest, I arbitrarily made my choices having no clue as to why I was choosing what I chose (I unchecked the top one, and left the bottom two checked).
Step 2: Download and Install SPE
Get this file: SPE-0.8.4.c-wx188.8.131.52-no_setup.zip
Unzip it to somewhere you will remember (I put mine in Program Files) but don't rename the folder anything other than "_spe".
Go inside the _spe directory you just created and double click SPE.py
At this point your shiny new Python IDE should start up. If not, sorry... I don't know why it didn't work. Make a shortcut to the editor on your desktop for easy opening (or start menu, or quicklaunch toolbar).