I recently started using a new (Windows, alas) computer, and realized how annoying it is to download from disparate sources, and maintain a working and up-to-date Python environment. So, this post is a checklist of sorts to get you up and running with science-capable Python. I will try to keep it current as things evolve.
1. Get pip for Windows. This makes downloading and updating Python packages quite a breeze, even if it isn't as tightly integrated as apt-get under Ubuntu/Debian.
2. Get a subset of science-y packages, using the pip command:
pip install numpy scipy matplotlib pyserial ipython
3. Stay current with
pip install --upgrade numpy scipy matplotlib pyserial ipython
extra: If you don't like the web 2.0-ness of IPython, get yourself a text editor like Dreampie.