Al's book looks like a good place to start, and there are tons of extra learning materials available online to help you along.
If you're particularly interested in using Python for data science, I'd suggest you install the
Anaconda Scientific Python distribution, which includes all the major libraries in mutually compatible versions, and can be installed on any machine (you don't need root/admin privileges). This includes the excellent
IPython Notebook server, which is a great way to build programs for exploring and analysing data in your browser - no
IDE required.
You should also check out the
Pandas library for data analysis, together with the book
Python for Data Analysis by Wes McKinney who wrote Pandas. Another powerful library is
Bokeh (also in the Anaconda repositories) for fancy interactive graphics in the browser, although there is a bit of a learning curve here.
Python also has great connectivity to all the major SQL and NoSQL databases, so you can access your data wherever it is.
