An idea I have thought about for a while and it makes sense to me...
$ python Python 2.4.2 (#1, Oct 13 2006, 17:17:08) [GCC 4.1.0 (SUSE Linux)] on linux2 Type "help", "copyright", "credits" or "license" for more information.
'Use Ctrl-D (i.e. EOF) to exit.'
Argh! Do what I mean, stupid Python! And it is Ctrl+Z on Windows, not Ctrl-D. So exit could be a statement that does the same thing that sys.exit() does currently. Bare "exit" to terminate with return code 0, and "exit X" to terminate with return code X.