Short answer: Start with Python 2.6.
Why: Programming is more fun and useful when you can leverage the work of others. This means using 3rd party libraries often. Many of the popular libraries for Python don't have 3.x support yet. PIL and NumPy/SciPy come to mind. My favorite interpreter, ipython, also doesn't work with 3.0 yet. Many unit testing frameworks and web frameworks are also not on 3.0 yet.
So if you start out in 3.x many doors will be closed to you, at least until 3.x porting takes on steam. There are admittedly a lot of nice features in Python 3.x, but some of them have been backported to 2.6 and some more will make it into 2.7. So stick with 2.6 for now, and re-evaluate 3.x in a year's time or so.
