You can try pycurl, though the interface is not easy at first, but once you look at examples, its not hard to understand. I have used it to fetch 1000s of web pages in parallel on meagre linux box.
- You don't have to deal with threads, so it terminates gracefully, and there are no processes left behind
- It provides options for timeout, and http status handling.
- It works on both linux and windows.
The only problem is that it provides a basic infrastructure (basically just a python layer above the excellent curl library). You will have to write few lines to achieve the features as you want.
