To execute the current file in python, you can use the command :!python %. You can associate this with a keyboard shortcut by editing vimrc. For example, adding nnoremap \ll :!python %<cr>to your vimrc will execute the current file in python when typing \llin normal mode. (* see footnote for more details).
The vim-ipython plugin allows you to open the ipython window in vim. You may also be interested in tmux, which allows you to split your terminal in two vertically (so you can have a parallel shell and vim).
There are many plugins that can turn vim into a really good python development environment. "pyflakes", which automatically highlights syntax errors, is one of my favorites.
This blog post describes vim plugins for python:
http://sontek.net/blog/detail/turning-vim-into-a-modern-python-ide
(*) , python ( ++ python). , python.vim .vim/ftplugin
autocmd FileType python nnoremap \ll :!python %<cr>
.vimrc. , \ll .
, , (SHIFT + v) :!python %. python!