I opted for local documentation, but everything returned 'resource not found'. In program online documentation, as I recall, led to a lot of 404s or redirects. I tried starting a demo project using SQLite, and spent more time finding the right tab with the right synonym for 'dependency' to add the SQLite plugin's directory. Trial and error wasn't terribly informative when doing that.
I decide to give the website another chance, and download some sample program packs; this involved navigating past the incorrect pages Express initially pointed me to, and then downloading a zip containing files Express didn't want to open without converting. It wasn't a fun process, and the projects I opened were written by monkeys, or interns, or interning monkeys, because the method names were inconsistently named and inconsistently spelled.
I went back to the less effortful Django and Rails tutorials, which introduce everything you need, and tell you enough to know where to look when you want to try a plugin.
(granted that PyDev with Eclipse is the number one choice)
But look at this list http://stackoverflow.com/questions/81584
Many of the top ten are just simple text editors (maybe with dedicated plugins)
This flexibility of choice is a huge distinction of most non-MS products. Even if you choose Eclipse, it makes for a single dedicated IDE for most open source languages and platforms out there. When I swtiched from Java to RoR dev I simply loaded the RadRails plugin (since switch to TextMate) and instantly knew my way around the IDE. Even for a company the size of Microsoft, building in that much support for alternatives will likely never match Eclipse in the IDE space.
Why did nobody write a Python plugin for VS yet? I suppose if you believe in it, you could do it in your spare time, or the 20% time (I know that's Google, but surely Microsoft has copied that model?).
I think a lot of people who use Python don't even like "fat" IDEs like VS, though.