Какую из этих библиотек выбрать?

Как красиво все-таки:

Python 3 comes with two different libraries for interacting with HTTP web services:

  • http.client is a low-level library that implements RFC 2616, the HTTP protocol.
  • urllib.request is an abstraction layer built on top of http.client. It provides a standard API for accessing both HTTP and FTP servers, automatically follows HTTP redirects, and handles some common forms of HTTP authentication.

So which one should you use? Neither of them. Instead, you should use httplib2, an open source third-party library that implements HTTP more fully than http.client but provides a better abstraction than urllib.request.

Источник: http://diveintopython3.org/http-web-services.html