Message Box in Python
Your best bet is the tkMessageBox module, which should work on all systems (as Python will typically come with Tkinter).
If you can restrict yourself to a specific operating system, better choices might be available.
Simple message boxes and input boxes can be created using EasyGui, a small library using Tkinter, which Python comes with.
You can get EasyGui here: http://easygui.sourceforge.net/
I've heard good things about wx python, which is also multi-platform.