OS X _is_ a real UNIX, plus a lot, lot more. The problem is, UNIX is very flexible and has a steep learning curve. You are running into the joys of X windows programming and X is a huge application which requires a bit of patience I'm afraid.
As to your specific problem - do you want to run a script on one Mac machine from another Mac? If you are just running a python script, they do not have graphical user interfaces by default. Check to make sure it is a calling a windowing toolkit first. If it does not, you will never see a window when running the script.
If your python application uses Tk as a graphical toolkit then you should be able to see it graphically. First, make sure you are running X windows on the client. This is done through Apple's X11 application available through XCode and the Apple Developer Center. You have to launch X11 first, Apple does not use X11 by default, they have their own proprietary system called Aqua. Once X11 is launched, use the terminal to shell into your remote server with the -X switch. Then run your application. This works for me from a Mac mini core duo to a Ubuntu box, both running X Windows.
You can view a screen dump of ssh -X in action here showing Evolution running under X11 with Apple's clock floating on top of it. Pretty slick! :)
So carefully make sure you have X11 running on _both_ machines, that X windows are exported correctly, that your script is in fact calling a graphical toolkit, and that you have fixed any error message X windows may be throwing.