Automating Etrade
For E-trade I could only find this: http://code.google.com/p/pyetrade/ . It uses urllib2 to access the site like a user would. But because of lack of an official API there is no guarantee that anything will keep working.
Interactive Brokers has an extensive API for automatic trading, also from Python. I can confirm that one works.
As mentioned by "What online brokers offer APIs", etrade has an api now.