How to get a unicode degrees symbol?

[Russell E. Owen]

I'm obvious missing some important bit of documentation, but I looked 
through the manuals and can't seem to figure out how to get unicode 
character constants into python strongs.

For instance I'd like to create a string that contains a degree symbol 
(that would show up correctly on all platforms). Right now I'm 
generating a character constant whose contents are set differently 
depend on the platform. It works but is rather lame.

Any documentation pointers or other suggestions would be appreciated.

-- Russell