Oh yeah, its horrific. IDLE is a real poor IDE, and there aren't really any better ones. Your pretty much forced to have your entire project in 1 single file. Or you can split it by using modules but if your distributing a python game your already requiring the end user to install python, do they want to install pygame and manually install any custom modules your using? probably not.
it IS very difficult to manage a large python application.
The only IDE I've found that I like is SharpDevelop when I'm working on an ironpython project, I can split into multiple "class" files then which just isn't possible on CPython (The true name for the regular version of python) although it just doesn't seem to like being split up as much as C#/VB.net projects do, seems a little more prone to "this thing that you wanted, yeah I couldn't find it" when its right there infront of you. At least its a .exe I get out at the end of it, maybe the odd .dll
So thats pretty much a -1 on project management in python aswell. Nice language, excellent feature set, uber flexible. But stupid slow when you make games and its probably easier to arrange the specks of dust on your keyboard into the shape of your name than keep track of a python project with more than a handful of pages of code (unless you put giant ASCII logos in comment lines which then gets a bit ridiculous)