This blog entry explains setting Vim up as a Python IDE, he covers Intellisense-like functionality:

(source: dispatched.ch)
This is standard in Vim 7. There are a number of other very useful plugins for python development in Vim, such as Pyflakes which checks code on the fly and Python_fn.vim which provides functionality for manipulating python indentation & code blocks.
Well, I think the most dynamic way to learn Python is to use iPython.
You got autocompletion when using tab, dynamic behaviour because it's a shell and you can get the full documentation of any object / method typing :
object.method ?
When developping, I agree that PyDev is cool. But it's heavy, so while learning, a text editor + iPython is really nice.
IronPython is the way to go. Visual Studio has the best intellisense support and you can utilize that using IronPython