http://docs.python.org/lib/module-pdb.html

import pdb; pdb.set_trace()

in pylons
import nose; nose.tools.set_trace()
or
nosetests --nocapture --with-pylons=test.ini
from comments in: http://wiki.pylonshq.com/display/pylonsdocs/Unit+Testing
or
python setup.py nosetests