In my opinion, the easiest way to setup the local locale in python{,3} is:
>>> import locale
>>> locale.setlocale(locale.LC_ALL, '')
'de_DE.UTF-8'
Then, locale aware stuff just works, if you're on a decent linux distro, and should work on binary distributions of the other OSes as well (or that's a bug IMHO).
>>> import datetime as dt
>>> print(dt.date.today().strftime("%A %d. %B %Y"))
Sonntag 11. Dezember 2016