Hey JJ, never used Python for CGI, but I have programmed apps with it. About all I can tell you is that if you get used to it, the indentations will come more naturally to you. I know when I made the transition from Visual Basic to Java programming, I had a hard time remembering to put semicolons after each statement. Eventually though, it became second nature.
Until that happens, though... yeah, if you're not bald now, you might be soon. :P