Having "Develop XNA games as a hobby and deploy them to the Windows
Game network" on your resume is much more appealing to an employer.
It really depends on what platform you want to develop for. If you
want cross-platform, use pygame
. If all you care about is windows/xbox, then use XNA.
--
Thadeus
C++ and SDL are even more impressive to me. Plus, it's cross-compatible. It's also a pain. If you're new to programming, use Python (and probably PyGame; not PyOpenGL). Otherwise, you can start with Python/PyOpenGL or C++/OpenGL.
Ian