Here's the current (September 2018) extensions for running Python code:
Official Python extension: This is a must install.
Code Runner: Incredibly useful for all sorts of languages, not just Python. I would highly recommend installing.
AREPL: Real-time Python scratchpad that displays your variables in a side window. I'm the creator of this, so obviously I think it's great, but I can't give a unbiased opinion ¯\(?)/¯
Wolf: Real-time Python scratchpad that displays results inline
And of course if you use the integrated terminal you can run Python code in there and not have to install any extensions.