I originally was working with WingIDE, but have almost completely switched over to IDLE. It is not as full featured as something like Wing, but there are a few major pluses. First, it is part of Python, nothing extra to load or find, and it is fully open source. Second, it is extremely light weight. Many IDEs can suck up gigabytes of RAM, and are very poorly suited as a small tool for someone to experiment with. It is also very intelligent about auto-complete, listing the functions of a Python object as well as things like directory contents. Finally, it offers an interesting Python command prompt interface that really makes it easy to experiment with pieces of code and data. You can run python programs from the prompt, but you can also type in lines of code which it will execute on the spot. You can declare variables and load modules, which are all stored for your entire session. It is easiest to work out your syntax and algorithms when you are stepping through each line with the ability to view all your data between steps. This, coupled with the general readability of python code, makes it easy to use python as a data exploration tool (in most languages you would need to code your algorithm before applying it to data). It also makes the concept of a function almost self explanatory