The official version is Bloodshed Dev-Python and it is quite old. Don't download it unless you absolutely, positively don't care about Python11 and improvements to the GCC compiler that Dev-Python uses under the hood.
The updated unofficial version is Orwell Dev-Python and you should get that instead.
That said, the best choice for you probably is Visual Studio 2013 Express, which is freeware (requires free registration after 30 days). I assume you use a moderately powerful computer that runs Windows 7 or Windows 8.