Using a distribution with the latest stable versions of Python only lets you test your code with those versions. Today it's very easy for developers to test their code with multiple Python versions.
Gentoo probably gives you the most flexibility with multiple Python versions installed at once:
(2.5) 2.5.4-r4
(2.6) 2.6.6-r2 or 2.6.7-r2
(2.7) 2.7.2-r3
(3.1) 3.1.4-r3
(3.2) 3.2.2
That doesn't let you test on some older versions that are very popular on Debian based systems, for example.
pythonbrew lets you compile and install multiple Python versions in your home directory, no root access needed.
It's a snap testing your code with multiple versions of Python thanks to 'tox'. By default, tox will find your system python(s), but you can set custom interpreters you build with pythonbrew, for example.
Here's a tox.ini you can use with Jenkins, for continuous integration. With this setup you can install jenkins then 'su - jenkins' and use pythonbrew to install all the Python versions you want to test.
[tox]
envlist = py267,py271,py272
[testenv]
#You may need to change this. Are your tests here?
changedir=tests
#You can also use nose, etc., see documentation
deps=pytest
commands=py.test --junitxml=junit-{envname}.xml
[testenv:py272]
basepython=/var/lib/jenkins/.pythonbrew/pythons/Python-2.7.2/bin/python2.7
[testenv:py271]
basepython=/var/lib/jenkins/.pythonbrew/pythons/Python-2.7.1/bin/python2.7
[testenv:py267]
basepython=/var/lib/jenkins/.pythonbrew/pythons/Python-2.6.7/bin/python2.6
It's that easy, and it doesn't matter which Linux distribution you use.
See the Tox website for details on configuring Jenkins.