The application PythonLauncher will start a Python interpreter when you drop a Python source file onto it, any file with a .py or .pyw extension. If you set PythonLauncher as the default application to open a file ( tell me more) this also works when you double click a Python script.
PythonLauncher has preferences per filetype for selecting the interpreter to use, and how to launch it: in a Terminal window or not, etc. Holding the Option key while launching your script will bring up a window that allows changing these settings for a single run.