Continuous integration is a great idea: you configure a server to periodically pull your source code, build it, run the tests, run lint, measure coverage, and so on. Then it graphs everything, stores the results for examination, and so on.
I'd been trying to figure out how to use the Hudson CI server with Python, and the few times I tried to get my mind around it, it just wasn't clicking. I happened to mention my mental block to Joe Heck, and a few days later, he produced Setting up a Python CI server with Hudson. It's a great step-by-step how-to covering everything you need to get Hudson going for a Python project.
Running through his guide finally cleared the last misconception for me: continuous integration isn't a build tool or a test runner. You don't run Hudson on your development machine. Sounds silly, but something needed to clear it up, and this was it.