Enabling apps from everywhere: Don't disable this. It's actually a good security feature. If you want to run an app that isn't signed, right-click and click "Open" and confirm you really want to run it and the OS will remember that choice for that app in future.
Terminal: The default Terminal is actually pretty solid. Much better than it used to be. Two common complaints (lack of tabs, lack of colours) are now moot.
Oh My ZSH: Or you could use fish – a new Mavericks compatible build (2.1) should be coming to the homebrew package manager literally any time now.
Also, for Python specifically (i.e. the title of this post), you can install a new version of Python via homebrew (and then place /usr/local/bin above /usr/bin in your PATH). This has the advantage of being able to run pip without superuser privileges. Though if you're using virtualenvs, it's probably not that big a deal anyway.