I've looked at all nearly all the Python modules for networking and the best/easiest IMHO is PodSixNet. There is Mastermind (which supports UDP and does work with Construct) and is probably better for action games:
Since I wrote the tut a new library AstralNetworking was released in Beta:
This library is a high level wrapper around either of the above two libraries. So stick with one of the three options above.
Pygame doesn't have networking/online support.
As far as PodSix not being good for online...I don't think that is true...
Check out this game that uses PodSixNet:
I think it is perfect for turn-based and slower games like RTS or something like that. Not sure how it would fare for fast action games (poorly probably), but since it uses TCP it isn't well suited for that.
If you want to make an action game then whether you choose TCP or UDP you will need to also use lag compensation techniques (i.e., interpolation and extrapolation).