Of course, I have my own atomic-rename thing, but I'm not going to post the code here.  It's fairly limited to my own use case and I have no interest in making it cross platform.

That being said, I personally found that a context manager with a signature identical to built-in open() was the most convenient API.  It looks natural:

with atomic(filename, 'w', encoding='utf-8') as fp:
   data = do_a_bunch_of_things_that_might_fail()
   fp.write(data)

If any of that fails, the temporary file is guaranteed to be cleaned up, otherwise, filename (which is the ultimate destination) will be guaranteed to exist.

Another reason why context managers are useful is with ExitStack(), where you might have a bunch of conditions that you want to guarantee get cleaned up properly if any of them fail.