I had some issues with the Gvim from Macvim.org, related to the python-version linked in that version of Vim. There is also a version of vim delivered with MacOSX Leopard, but that version does not have the python bindings.
A couple of weeks ago I discovered the MacVim at http://code.google.com/p/macvim/, and when I discovered the python-issues today I figured I could try that vim. Unfortunately, the binary that is available there is built against python2.3 (Tiger), and I like to use the python2.5 on Leopard. Luckily, there are some nice instructions in the wikipages! Without much trouble, I was able to build my very own Leopard MacVim with python2.5.
If someone need a binary, just tell me - I can share!
Btw, if you wonder why I wanted a vim with python2.5, check this page: http://djcraven5.blogspot.com/2006/10/send-gmail-message-from-vim.html. Now I have libgmail in my python2.5 environment, a python2.5 enabled MacVim, and I can send email right from my editor. Neat!