I wouldn\'t call myself programmer, but I\'ve started learning Python recently and really enjoy it.
I mainly use it for small tasks so far - scripting, text processing,
I like vim-ipython. With it I can <ctrl>+s
to run a specific line. Or several lines selected on visual modes. Take a look at this video demo.
Visual Studio and PTVS: http://www.hanselman.com/blog/OneOfMicrosoftsBestKeptSecretsPythonToolsForVisualStudioPTVS.aspx
(There is also a REPL inside VS)
The Pythonwin IDE has a built-in debugger at lets you step through your code, inspect variables, etc.
http://starship.python.net/crew/mhammond/win32/Downloads.html
http://sourceforge.net/projects/pywin32/
The package also includes a bunch of other utility classes and modules that are very useful when writing Python code for Windows (interfacing with COM, etc.).
It's also discussed in the O'Reilly book Python Programming On Win32 by Mark Hammond.
PyCharm from JetBrains has a very nice debugger that you can step through code with.
Django and console integration built in.
It's not an IDE, but you can use pdb to debug and step through your Python code. I know Emacs has built in support for it, but not so much about other editors (or IDEs) that will run in Windows.
If you are on Windows, give Pyscripter a try -- it offers comprehensive, step-through debugging, which will let you examine the state of your variables at each step of your code.