In PyCharm, after I run a script it automatically kills it:
C:\\Users\\Sean.virtualenvs\\Stanley\\Scripts\\python.exe C:/Users/Sean/PycharmProjects/Stanl
UPDATE
Starting with version 4.0 there's an option Show command line afterwards (renamed in later versions to Run with Python console) when editing run/debug configuration in Run|Edit Configurations....
From output of python --help:
-i : inspect interactively after running script; forces a prompt even if stdin does not appear to be a terminal; also PYTHONINSPECT=x
To set interpreter option in PyCharm go to Run|Edit Configuration