Switching to Tcl/Tk 8.5 fixes the issue for IDLE as well.

I'm leaving this bug open for future reference, and because this affects 
the binary installer for python.

The big question: how to fix this in Python itself. I see the following 
options:

1) Ignore the issue

2) Include Tcl/Tk 8.5 in the OSX installer

   I'm not to happy about this because this would bloat the OSX 
   installer even more and would probably not what heavy Tkinter users
   would like anyway.

3) Add 2 versions of Tkinter.so to the installer: one linked to 
   Tcl 8.4 the other to Tcl 8.5, and automaticly load the right one
   when someone imports Tkinter.

   Then document that users should install a 3th-party Tk 8.5 to fix
   unicode issues.

4) Require Tk 8.5 on the users system.

   This last option is IMHO not acceptable, for better or worse IDLE
   is the most visible bit of the Python installation for new users and
   that should therefore work out of the box.