จากหน้า download

There are two versions of wxPython for each of the supported Python versions on Win32. They are nearly identical, except one of them has been compiled with support for the Unicode version of the platform APIs. Unless you've been told differently, you probably want to get the Unicode build of wxPython. Although they are not nativly Unicode like NT-based systems, the Unicode build of wxPython will also mostly work on Windows 98/Me systems using a Microsoft hack called MSLU (or unicows.dll) that translates unicode API calls to ansi API calls. However the coverage of the API is not complete so there are some difficult bugs lurking in there, so the best thing to do is to upgrade your machines if possible, otherwise Windows 98/Me users may want to try the ANSI build instead.

ก็สรุปได้ว่าถ้าไม่ได้เอาไปใช้กับ windows 98/me ก็ให้ใช้ unicode ครับ