> The postresq discussion and some earlier Python issues suggest using ICU to properly implement Unicode functions like collation across all platforms.

In my experience, the locale module is error-prone and not reliable, especially if you want portability. It just uses functions provided by the OS. And the locales (LC_CTYPE, LC_MESSAGE, etc.) are process-wide which become a major issue if you want to serve different clients using different locales... Windows supports a different locale per thread if I remember correctly.

It would be more reliable to use a good library like ICU. You may try:
https://pypi.python.org/pypi/PyICU

Link showing how to use PyICU to sort a Python sequence:
https://stackoverflow.com/questions/11121636/sorting-list-of-string-with-specific-locale-in-python
=> strings.sort(key=lambda x: collator[loc].getCollationKey(x).getByteArray())