Before You Start
Before you start creating a GUI with wxPython, you need to know how to program in Python. This may seem pretty obvious but some people may expect wxPython is self-contained; no additional knowledge required. As a personal plug, you can view my Python programming tutorial at GIDNetwork. Other online instructional sites include the Python languague site and Dive Into Python (which is an intermediate tutorial).
If you don’t already have Python installed on your computer, you will have to downloadand install it from the Python.org site; this is most common for Windows users. Linux and Mac users already have Python installed. If, for some reason, you want to run Python off of a USB thumb drive or other external device, you might be interested in Portable Python.
Additionally, you should have made a few command-line programs in Python so you know how to handle user input and terminal output. My personal suggestion for learning wxPython is to take a command-line program and turn it into a graphical program. This way, you already know how the program works and what the necessary input and expected output should be. All you need to do is create the graphical elements.
I will make a plug for my preference of Python development environments: SPE. SPE is an integrated development environment that provides code completion (reduces typing), integrated Python shell (for testing bits of code before you put them into your program), Python calltips (displays expected arguments for the method/function), and various helper tools like notes and todo lists.
Additionally, SPE includes wxPython, which is nice because it was created with wxPython. It also includes wxGlade, so you can make quick GUIs without having to install wxGlade separately.