I use PyScripter for Python on Windows, which someone recommended to me on these forums, and am happy with it. It bills itself as an IDE not just an editor and pretty much lives up to that. It has syntax and brace highlighting, code completion, integrated debugging, and an integrated python command prompt. I haven't tried other programs so maybe these features are common, but I've never had problems with PyScripter.

I use PyScripter for Python on Windows, which someone recommended to me on these forums, and am happy with it.