Step 1: Make this the first line of your Python script "#!/usr/bin/env python".
Step 2: Change the extension of the script file to ".command" i.e. my_python_script.command.
Step 3: In Terminal make the Python script file executable by running "chmod +x my_python_script.command".
Step 4: Now when you double click the Python script in Finder it will open a terminal window and run.