For Windows Environments:
If you don't want to go to the command prompt (or work in an environment where command prompt is restricted), I think the following solution is better than inserting code into python that asks you to press any key - because if the program crashes before it reaches that point, the window closes and you lose the crash info. The solution I use is to create a bat file.
Use notepad to create a text file. In the file the contents will look something like:
my_python_program.py
pause
Then save the file as "my_python_program.bat"
When you run the bat file it will run the python program and pause at the end to allow you to read the output. Then if you press any key it will close the window.