The quick answer is to symlink your script to any directory included in your system $PATH.
The long answer is described below with a walk through example, (this is what I normally do):
a) Create the script e.g. $HOME/Desktop/myscript.py:
#!/usr/bin/python
print("Hello Pythonista!")
b) Change the permission of the script file to make it executable: 
$ chmod +x myscript.py
c) Add a customized directory to the $PATH (see why in the notes below) to use it for the user's scripts:
$ export PATH="$PATH:$HOME/bin"
d) Create a symbolic link to the script as follows:
$ ln -s $HOME/Desktop/myscript.py $HOME/bin/hello
Notice that hello (can be anything) is the name of the command that you will use to invoke your script.
Note: 
i) The reason to use $HOME/bin instead of the /usr/local/bin is to separate the local scripts from those of other users (if you wish to) and other installed stuff.
ii) To create a symlink you should use the complete correct path, i.e.
$HOME/bin GOOD   ~/bin NO GOOD!
Here is a complete example:
 $ pwd
 ~/Desktop
 $ cat > myscript.py << EOF
 > #!/usr/bin/python
 > print("Hello Pythonista!")
 > EOF
 $ export PATH="$PATH:$HOME/bin"
 $ ln -s $HOME/Desktop/myscript.py $HOME/bin/hello
 $ chmod +x myscript.py
 $ hello
Hello Pythonista!