Updated January 28, 2011 to reflect the current state of Python availability on Mac.
There isn’t anything really difficult or specific to OS X anymore with regard to getting started with Python. I have moved a lot of information to a general, OS agnostic, guide.
Mac OS X comes with Python, however the version that it comes with tends to lag behind the latest available. Unless you just like having the latest versions or have specific needs, the provided version (2.6.1 at the time of this writing) is sufficient for most purposes.
It’s 2011 and support for Python packaging on Mac OS X is pretty good. I used to suggest downloading and installing modules from a Mac specific site, but this is no longer really necessary. By their own admission that site and its software have fallen out of date. However, this is due to improved support for the Mac platform. In most cases, you should be able to use pip, easy_install, or a package provided by the developer to get anything you need.
Have a look at my general Python guide.