Someone edited this question to remove the code I used, so I was forced to add it as an answer. Thanks to all who participated in answering this question! I think most of the other answers are better than this code, I'm just leaving this here for reference purposes.
With thanks to Paul H, and unutbu (who answered this question), I have some pretty nice-looking output:
import matplotlib.pyplot as plt
import numpy as np
column_labels = list('ABCD')
row_labels = list('WXYZ')
data = np.random.rand(4,4)
fig, ax = plt.subplots()
heatmap = ax.pcolor(data, cmap=plt.cm.Blues)
# put the major ticks at the middle of each cell
ax.set_xticks(np.arange(data.shape[0])+0.5, minor=False)
ax.set_yticks(np.arange(data.shape[1])+0.5, minor=False)
# want a more natural, table-like display
ax.invert_yaxis()
ax.xaxis.tick_top()
ax.set_xticklabels(row_labels, minor=False)
ax.set_yticklabels(column_labels, minor=False)
plt.show()
And here's the output:
