Also have a look into the built-in DataFrame.filter function.
Minimalistic but greedy approach (sufficient for the given df):
df.filter(regex="[^BD]")
Conservative/lazy approach (exact matches only):
df.filter(regex="^(?!(B|D)$).*$")
Conservative and generic:
exclude_cols = ['B','C']
df.filter(regex="^(?!({0})$).*$".format('|'.join(exclude_cols)))
