I agree, this would be a good feature. I redirect my emacs backups to a single directory too so that they're not distributed all over the file system. While I don't know how to do that with the things python creates, I've read a few ways you can disable their creation altogether (assuming you don't care or need the benefit of their use):
You can run python with -B or set the environmental variable PYTHONDONTWRITEBYTECODE=1 For fun, lots of developer discussion about its original creation here: http://www.gossamer-threads.com/lists/python/dev/815510 -- http://mail.python.org/mailman/listinfo/python-list
