^ It really depends on the applications that you want to write and how you plan on deploying them.
On AMP, using Python as CGI is pretty straight forward. But if you're thinking about using Python as you would using PHP, setting up might involve a bit more work both on your development and, eventually, on your production web servers.
If you're still undecided on what you're going to develop and how you're deploying it, perhaps using the SimpleHTTPServer would do. Here's a nice, short article that talks about how to use it: http://www.linuxjournal.com/content/...-server-python
Then, perhaps you'd want to have a look at Paste: http://pythonpaste.org/
And then, you'll want to try out the different web application frameworks that are available. Each of those frameworks will have different deployment strategies, i.e. deploying on an AMP server.