Latest Python on El Capitan

El Capitan OSX comes with Python 2.7 but you might like to get the latest version and ensure you keep it updated.

I use Homebrew which was installed before I updated Python so I won't write how to install it.
Find http://brew.sh

GCC

You will need the latest GCC compiler. For that you can instal Xcode. If you instal a fresh version on Xcode you might need to run the following to install the command line tools:

xcode-select --install

Python 2.7

Run the following:
brew install python

pip all be installed by brew

Python 3

Run the following:
 brew install python3

Virtualenv

If you're running two versions of Python on the same system you may benefit from looking at virtualenv