Use Automator on Mac OS X. Create a new application not a workflow.
In Automator under utilities add a run shell script action and underneath it add a run applescript if you want to see your output.
Change the interpreter in the shell script to /usr/bin/python and the input drip down should be set to input as args in the drop down in case you want to drop files on it or open files with your "app".
Type your script in the text box. It should have an example like this already:
import sys
for f in sys.argv[1:]:
print f
Change it by adding this line anywhere for testing purposes:
print "Hello from the shell"
In the applescript action below your shell script action in the applescript action text box there will be an example script like this:
on run {input, parameters}
(*Your script goes here*)
return input
end run
Change the return input statement to this:
on run {input, parameters}
return display dialog item 1 of input buttons {"OK"} default button 1
end run
Click the run triangle to test it. You should get a dialog box with an OK button. Click OK. Save the app where ever you want with what ever name you want. Close Automater and double click the app. You should see you dialog.
If everything is working you can now go back into automater and open the app using the open existing workflow from the dialog that pops up or from the file open menu in Automator.
Edit and play to your hearts content. You only need the applescript action if you need to see the results. Like showing the long listing of a directory or some such.
If you are feeling mischievous you can do a show contents on your newly created app and edit the scripts directly.
If you prefer the console you can browse the directory structure of the app you just created in your favorite text editor or by navigating in a terminal window and using cat or less or lynx or links or mc or some such.