To run your script from the Finder you have two options:

* Drag it to PythonLauncher
* Select PythonLauncher as the default application to open your script (or any .py script) through the finder Info window and double-click it. PythonLauncher has various preferences to control how your script is launched. Option-dragging allows you to change these for one invocation, or use its Preferences menu to change things globally.

for other operating systems, it should be reasonably easy to make an icon that launches the script

this also looked like a good solution for making executables: