Wgrib2 v3.0.2 brings support for python by pywgrib2_s and pywgrib2_xy
by using the wgrib2 shared library.

However, the shared library has been created using the cygwin compilers,
and it has only been tested with the python that comes with cygwin.
I have no idea what will happen if the cygwin-generated shared library
is used with a non-cygwin python.  

For people who have cygwin installed, you need to build your own wgrib2
shared library.  This avoids any problems with different versions
of the *.dll between my and your system.

For people who don't have cygwin installed, I am not giving you
the easy option of trying a configuration that hasn't been tested.