Mac OS X has a very easy way to create python app, which is called
Python Applet by Apple.

With installation of Xcode, you will have a tool to build python app
locate at /Developer/Applications/Utilities/MacPython 2.5/Build
Applet.app.

Drag your .py file onto Build Applet.app, an .app will be
automatically generated. Copy all other required .py files and
resource files into .app/Contents/Resources, and done.