Please note that all the SIEpedia's articles address specific issues or questions raised by IAC users, so they do not attempt to be rigorous or exhaustive, and may or may not be useful or applicable in different or more general contexts.
Python is becoming one the most used interpreted languages for data analysis, competing directly with well-stablish commercial solutions as Matlab or IDL. Apart from its simple syntax and very smooth learning curve, the main advantage of Python is that you can use it virtually for everything, having modules for database interaction, web development, parallel computing and a long etcetera. Of course, there mature scientific and mathematical libraries.
Beeing Python so extensive, its easy to get lost with all the possible modules and its documentation, because there are many options to do the same. Differing from monolithic-packages as IDL or Matlab, where you have one plotting library, one GUI library, a standard IDE (integrated Development Environment) and so on, all with a common documentation, in Python, as with any general use programming language, you have to choose the modules you need and install them, refering to the documentation of each module separately.
In this guide you will find which are the most common packages and documentation for astronomy and where to obtain them.
Obviously first you need Python itself. If you are using GNU/Linux or a Mac, its already installed by default on this systems. If you have Windows you can install the official package or WinPython (recommended) or Python(x,y) project which apart from Python includes the most common scientific packages and tools.
The main scientific package is Scipy, which includes ODE solvers, linear algebra libraries, interpolation, optimization, etc. Scipy requires Numpy, a powerful arrays library.
From GNU/Linux, you can try to obtain this packages using the package installer of your distribution (apt-get in Ubuntu/Debian, yum in Fedora or YAST in SUSE). The Python(x,y) package (Windows only) includes all this.
There are several modules to do the same thing, below are the most popular. Also take a look to Astropython, a knowledge base for research in astronomy using Python.
If you don't know anything about Python, just begin with official tutorial, its brief and clear. Then, the main reference for astronomers is the Perry Greenfield and Robert Jedrzejewski's Using Python for interactive data analysis in astronomy tutorial, which covers the Python's basics and all the important astronomical packages with many examples (many thanks Perry and Robert!). Remember that the reference website for scientific packages and documentation is Scipy.org.
Here are documentation of the main scientific packages: