M2Crypto is the most versatile and popular SSL library for Python. Naturally, it takes a predictable amount of burden getting it to work under Windows.
Not only do they provide a [non-trivial] set of instructions on how to build the binaries yourself, but they present binaries, as well. Though the binaries are hosted on Google Code (and unlikely to go away), I’ve hosted them, too, for brevity:
Note that these binaries, as given, are not installable Python packages. I have produced and published two such packages to PyPI, for your convenience: