I wish postgres had a library only mode that directly stored to a file like sqlite. That'd make starting development a lot easier since you don't have to jump through the hoops of setting up a postgres server. You could then switch to a "proper" DB when your application grows.
It's literally 4 lines of Python code calling subprocess.Popen to start a PostgreSQL server for a given database directory and connecting to it via a pipe on the filesystem. However, you can't launch multiple concurrent instances like this.