wx.PySimpleApp deprecated, here's how to use wx.App instead
Took me while to figure this out so I thought I'd share.  wx.PySimpleApp is deprecated in wxPython 2.9 and beyond.  Here's FogleBird's original script using wx.App instead.
import wx
TRAY_TOOLTIP = 'System Tray Demo'
TRAY_ICON = 'icon.png'
def create_menu_item(menu, label, func):
    item = wx.MenuItem(menu, -1, label)
    menu.Bind(wx.EVT_MENU, func, id=item.GetId())
    menu.AppendItem(item)
    return item
class TaskBarIcon(wx.TaskBarIcon):
    def __init__(self, frame):
        self.frame = frame
        super(TaskBarIcon, self).__init__()
        self.set_icon(TRAY_ICON)
        self.Bind(wx.EVT_TASKBAR_LEFT_DOWN, self.on_left_down)
    def CreatePopupMenu(self):
        menu = wx.Menu()
        create_menu_item(menu, 'Say Hello', self.on_hello)
        menu.AppendSeparator()
        create_menu_item(menu, 'Exit', self.on_exit)
        return menu
    def set_icon(self, path):
        icon = wx.IconFromBitmap(wx.Bitmap(path))
        self.SetIcon(icon, TRAY_TOOLTIP)
    def on_left_down(self, event):
        print 'Tray icon was left-clicked.'
    def on_hello(self, event):
        print 'Hello, world!'
    def on_exit(self, event):
        wx.CallAfter(self.Destroy)
        self.frame.Close()
class App(wx.App):
    def OnInit(self):
        frame=wx.Frame(None)
        self.SetTopWindow(frame)
        TaskBarIcon(frame)
        return True
def main():
    app = App(False)
    app.MainLoop()
if __name__ == '__main__':
    main()