In reply to crossdressingrodney:
If you are talking about codons, I assume you are primarily interested in the coding sequence, i.e., the bit that is actually translated into a protein. When you download a sequence for a gene, you will probably have several options which represent the gene in different contexts or different levels of processing:
The genomic sequence. This will include any introns as well as known untranslated regions (UTRs) immediately up- or downstream of the gene.
The mRNA. This is the product of transcribing the gene. This should not have introns, but will still have up- and downstream untranslated regions (these often have regulatory functions).
The CDS, or coding sequence. This only includes the parts of the sequence that are translated, so it should start at the start codon, stop at the stop codon, and not contain any introns. Unless there was an error, or an incomplete sequence was uploaded to GenBank, this will be in the correct frame. This is what you want.
It doesn't really matter which of these you download. The CDS is easiest if you can get it because you don't need to do anything to it. If you end up downloading something else, you should also be able to get the annotation, which will tell you where start codon, exon boundaries and stop codon are.
In cb294s example above, it looks like his link sends you to an mRNA sequence, so you don't have to worry about the introns, and there are the coordinates for the start and stop codon on the same page as he has highlighted. You can use these in your Python script to slice the untranslated regions at the start and end of the mRNA sequence away to obtain the CDS. You can build checks in to your script to make sure this makes sense (e.g., the start codon is always ATG, the stop codon is TAG, TAA or TGA and there should only be one stop codon at the end, although ATG can occur internally in the CDS, and the number of bases should be exactly divisible by 3).
On the page that cb294 linked to, there is also a link directly to the CDS sequence. The link is just below the CDS annotation that cb294 highlighted, and looks like this: db_xref="CCDS:CCDS43061.1". The page it takes you to has the CDS sequence for this isoform, which should require no further modification for your purposes: https://www.ncbi.nlm.nih.gov/CCDS/CcdsBrowse.cgi?REQUEST=CCDS&DATA=CCDS...