For instance, should you be using printf style formatting when string.format is is available by default in 2.6, Snow Leopard's default python?
A weaker argument could be made for importing print_function from __future__, but I don't believe the added complexity is worth it, even if it eliminates a special case.
In Exercise 0, you might want to stipulate a python version, since some intrepid readers will search out the "latest and greatest" python, and they will download 3.x unless explicitly told otherwise.
Beyond that, I think some of your prose could be improved. For instance, "Notice I use a text editor called vim. You shouldn’t use it, it’s too hard to use for you right now." may be a bit off-putting to someone completely new.
The statement after your listing, however, is perfect:
"If a programmer tells you to use vim or emacs tell them no. These editors are for when you are a better programmer. All you need right now is an editor that lets you put text into a file."
