PythonWin also provides a lot of support for Microsoft Foundation Classes (MFC). You can create a dialog or other window, hook messages and commands from Windows, and use wrappers for all sorts of classes such as CBitmap, CDC, CListBox, CFrameWindow, CDialog, ... Click on the globe-help tool, and select PythonWin Reference; Contents; Object and Module Methods. Then go to the directory ...\PythonWin\pywin\Demos and check out how they're used.
Of course, MFC only works on Windows. There's another windowing system called Tkinter that's portable to Unix, but I don't know enough to write about it.
There are two debuggers, pdb (comes with the system) and win32dbg (on Mark Hammond's web page). Both have good tutorials, so I'll just mention that they exist and that win32dbg has more features.
A very useful tool is the Browser, under the Tools menu. You can pull apart the data structure of anything in the system, even infinitely recursive objects (you may have to import the module in the interactive window, then browse modulename.whatever). It'll tell you the type and value of each variable or field, in a tree view so you can follow reference chains.
If you have an error printout in the Interactive Window, double-clicking on a line like File "C:\Program Files\Python\Pythonwin\foo.py", line 1 will take you to the scene of the crime. That's really all I ever use. For the other features, see the reference.