By adding a shebang to your Python source file and making it executable, you can run it directly at the shell.
The most straightforward shebang that can be added is a path to the Python executable. For example, on my computer this is:
But the preferred method seems to be to use the env program:
By using env, you do not have to worry where the Python executable is located. env will just use whatever python it can find first in the PATH.
Tried with: Ubuntu 12.04 LTS