>>> class f(object):
...   def __init__(self):
...     self.__f = 1
...
 >>> a = f()
 >>> a.__f
Traceback (most recent call last):
   File "<stdin>", line 1, in ?
AttributeError: 'f' object has no attribute '__f'
 >>> dir(a)
['__class__', '__delattr__', '__dict__', '__doc__',  
'__getattribute__', '__hash__', '__init__', '__module__', '__new__',  
'__reduce__', '__reduce_ex__', '__repr__', '__setattr__', '__str__',  
'__weakref__', '_f__f']

As you see, it's there in the dict, but it's obfuscated - but that's  
all that other languages do anyway.  Anyone that takes advantage of  
that to get hold of members like this should have a very good reason  
for doing so.

Just think of a single leading underscore as protected, and double  
leading underscores as private, and you'll be fine.  As Simon said,  
people can still access these, but the consenting adults rule applies.