Help With Better Design

[apollonius2 at gmail.com]

Greetings,

I have been working on a little project today to help me better
understand classes in Python (I really like Python). I am a self
taught programmer and consider myself to fall in the "beginner"
category for sure. It was initially sparked by reading about "state
machines". This was my attempt at it however I feel it is not quite
where it should be:

ON  = "ON"
OFF = "OFF"

class LightBulb:
    def __init__(self, initial_state):
        self.state = initial_state

    def TurnOn(self):
        if self.state == OFF:
            self.state = ON
        else:
            print "The Bulb Is Already ON!"

    def TurnOff(self):
        if self.state == ON:
            self.state = OFF
        else:
            print "The Bulb Is Aleady OFF!"

if __name__== "__main__":
    light = LightBulb(OFF)
    simulation_running = True
    while simulation_running:
        print "The light is", light.state
        print ""
        print "Please choose an action:"
        print ""
        print "[1] Turn Light On"
        print "[2] Turn Light Off"
        print "[3] Exit Simulation"
        print ""
        u_choice = raw_input("Please Enter Your Choice: ")
        if u_choice == '1':
            light.TurnOn()
        if u_choice == '2':
            light.TurnOff()
        elif u_choice == '3':
            break
        else:
            continue

The test portion of the code is actually longer than the class
itself :-) I would like to be able to get a good hold of the concept
with this example before I try to model a more complex problem. Would
someone be willing to give me some feedback on this class and whether
I am on the right track or how I might better go about it?