Django hasn't stopped insisting on that... v1.5 might have pooling, but it's taken them a long time to get connection pooling in.
The only way we were able to get connection pooling working in django 1.3/1.4 was to use django-dbpool[0]. It works okay, but is still pretty sketchy compared to the connection pooling libraries available for the JVM like BoneCP or C3P0.