.py
python文本源码文件，也可以用python.exe直接运行
.pyw
也是python的文本源码文件，但是默认由pythonw.exe打开，而且不显示命令行窗口，带GUI的python代码可以使用这个，比如自带的idle.pyw
.pyc
由.py文件编译生成的二进制文件，执行速度可能会快点，但是相对于.py文件体积上的减小并不是很明显，还有个缺点是不同的python版本生成的.pyc文件不通用！
.pyo
这个也是由.py编译生成的二进制文件，暂时理解为相对于.pyc优化了一下的东西
.pyd
说是什么python的动态链接库文件，不太懂，搞清楚了再来补充
另外，贴一下python自带的chm文件中关于“编译后的模块”的说明：
6.1.3. “Compiled” Python files
As an important speed-up of the start-up time for short programs that use a lot of standard modules, if a file called spam.pyc exists in the directory where spam.py is found, this is assumed to contain an already-“byte-compiled” version of the module spam. The modification time of the version of spam.py used to create spam.pyc is recorded in spam.pyc, and the .pyc file is ignored if these don’t match.
Normally, you don’t need to do anything to create the spam.pyc file. Whenever spam.py is successfully compiled, an attempt is made to write the compiled version to spam.pyc. It is not an error if this attempt fails; if for any reason the file is not written completely, the resulting spam.pyc file will be recognized as invalid and thus ignored later. The contents of the spam.pyc file are platform independent, so a Python module directory can be shared by machines of different architectures.
Some tips for experts:
When the Python interpreter is invoked with the -O flag, optimized code is generated and stored in .pyo files. The optimizer currently doesn’t help much; it only removes assert statements. When -O is used, all bytecode is optimized; .pyc files are ignored and .py files are compiled to optimized bytecode.
Passing two -O flags to the Python interpreter (-OO) will cause the bytecode compiler to perform optimizations that could in some rare cases result in malfunctioning programs. Currently only __doc__ strings are removed from the bytecode, resulting in more compact .pyo files. Since some programs may rely on having these available, you should only use this option if you know what you’re doing.
A program doesn’t run any faster when it is read from a .pyc or .pyo file than when it is read from a .py file; the only thing that’s faster about .pyc or .pyo files is the speed with which they are loaded.
When a script is run by giving its name on the command line, the bytecode for the script is never written to a .pyc or .pyo file. Thus, the startup time of a script may be reduced by moving most of its code to a module and having a small bootstrap script that imports that module. It is also possible to name a .pyc or .pyo file directly on the command line.
It is possible to have a file called spam.pyc (or spam.pyo when -O is used) without a file spam.py for the same module. This can be used to distribute a library of Python code in a form that is moderately hard to reverse engineer.
The module compileall can create .pyc files (or .pyo files when -O is used) for all modules in a directory.