Need some sort of compiler that works like codecademy

I have been learning Python, and it's fun. Setting up a way to run it though was somewhat difficult when I did it a long time ago and it was tedious to use. Is there a way to get one that works like codecademy.com. It's very simple, but I want to be able to do it offline.

You could use :http://labs.codecademy.com/#:workspace

or try something like Sublime Text 2 (http://www.sublimetext.com/2)or note++ (http://notepad-plus-plus.org/)