The errors you posted are unrelated. The first one is due to you selecting a backend that is not meant for interactive use, i.e. agg. You can still use (and should use) those for the generation of plots in scripts that don't require user interaction.
If you want an interactive lab-environment, as in Matlab/Pylab, you'd obviously import a backend supporting gui usage, such as Qt4Agg (needs Qt and AGG), GTKAgg (GTK an AGG) or WXAgg (wxWidgets and Agg).
I'd start by trying to use WXAgg, apart from that it really depends on how you installed Python and matplotlib (source, package etc.)