How should I use random.jumpahead in Python
jumpahead(1) is indeed sufficient (and identical to jumpahead(50000) or any other such call, in the current implementation of random -- I believe that came in at the same time as the Mersenne Twister based implementation).  So use whatever argument fits in well with your programs' logic.  (Do use a separate random.Random instance per thread for thread-safety purposes of course, as your question already hints).
(random module generated numbers are not meant to be cryptographically strong, so it's a good thing that you're not using for security purposes;-).
I have a application that does a certain experiment 1000 times (multi-threaded, so that multiple experiments are done at the same time). Every experiment needs appr. 50.000 random.random() calls.
What is the best approach to get this really random. I could copy a random object to every experiment and do than a jumpahead of 50.000 * expid. The documentation suggests that jumpahead(1) already scrambles the state, but is that really true?
Or is there another way to do this in 'the best way'?
(No, the random numbers are not used for security, but for a metropolis hasting algorithm. The only requirement is that the experiments are independent, not whether the random sequence is somehow predictable or so)