Retina display compatible Python IDLE?
At the moment this isn't likely to be fixable, unless you're fairly comfortable with OS X development and want to rewrite parts of the underlying GUI library.

According to this bug report on Python.org, it's an issue with the TkInter GUI library, which IDLE apparently makes use of. TkInter in turn is based on Tk, which is a cross-platform GUI toolkit, which means it almost certainly doesn't use the standard OS X text renderer, which is the only way to get "free" Retina text.

As an alternative, perhaps look at ways to make the default python shell or IPython running in Terminal more useful to you?