How to print a unicode string?

["Martin v. Löwis"]

> Is it possible to change an
> environment variable, so that Python uses this coding automatically?

No.

> Or pass a command-line argument when Emacs python-mode invokes the
> Python interpreter?

No.

> Or execute this line of Python in a startup script
> which is invoked whenever a new Python session is started?

Yes, you can add the code I suggested to sitecustomize.py.

Regards,
Martin