Looks like you are doing a Python implementation of the Coursera Machine Learning Neural Network exercise. Here's what I did for randInitializeWeights(L_in, L_out)
#get a random array of floats between 0 and 1 as Pavel mentioned
W = numpy.random.random((L_out, L_in +1))
#normalize so that it spans a range of twice epsilon
W = W * 2 * epsilon
#shift so that mean is at zero
W = W - epsilon