To deploy a site with Python/Django/MySQL I had to do these on the server (RedHat Linux):
Most shared hosting sites run the LAMP (Linux, Apache, MySQL, PHP) stack so deployment is just a matter of copying some files over. If you were using one of the PHP frameworks like CakePHP or something the service hasn't installed (like an imaging library) you'd be going through extra deployment steps as well.
With Django (or Rails, or any other complex framework) you have to set up the stack yourself that one time, then you're good to go.
However, you'll also want to think about post-deployment updating. If it's something you're going to do often you may also want to look into Fabric or Capistrano to help automate that.
P.S. I'll second that WebFaction recommendation. It's as close to one-button installation as I've seen. Pretty happy customer although I mostly use them for test-sites and prototyping.