As infinite8s points out, EPD from enthought is really quite nice.
Personally, I rather like Python XY ( http://www.pythonxy.com/ )though. It is totally free, open source, and for small little scripts I am a huge fan of the Spyder IDE. It lacks some of the features of bulkier IDEs so I also use Eclipse from time to time. But Spyder is light and much faster than Eclipse with every feature I would want when working on small projects that can be contained in just one or two files.
Personally, I rather like Python XY ( http://www.pythonxy.com/ )though. It is totally free, open source, and for small little scripts I am a huge fan of the Spyder IDE. It lacks some of the features of bulkier IDEs so I also use Eclipse from time to time. But Spyder is light and much faster than Eclipse with every feature I would want when working on small projects that can be contained in just one or two files.