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Installing Python
Python is a great programming language, and used in many tools.
Luckily, installing it is very easy. Go to the Python downloads and download the latest version of both Python 2.x and Python 3.x, and run both installers, Python 3.x first. Choose install for all users unless you know for sure you want the other option.
Then, by default it will suggest to install in C:\PythonXY\. Install in C:\dev\PythonXY\ instead.
The installer will ask you what features you want installed. Select all, and also make sure you tick 'Add python.exe to Path'.
Manually make sure Python3 (and it's Scripts directory) comes after Python2 in the PATH. Then go to your Python3 installation directory and copy python.exe and pythonw.exe to respectively python3.exe and python3w.exe.
Now you can use python for Python 2, python3 for Python3.
The latest version of both Python 2.x and 3.x should come with pip, the package manager. pip is for Python2, pip3 is for Python3. To build a lot of packages you will need to have Visual Studio installed. As of writing, Python2 uses Visual C++ 2008, and Python3 uses 2010.
I can also suggest pipwin. It's a small pure-Python package that makes it really easy to install the excellent binary packages maintained by Christoph Gohlke. Make sure for Python3 to go to your Python's scripts folder (C:\Python3X\Scripts) and copy pipwin.exe to pipwin3.exe.