You want sys.exit(). From Python's docs:
>>> import sys
>>> print sys.exit.__doc__
exit([status])
Exit the interpreter by raising SystemExit(status).
If the status is omitted or None, it defaults to zero (i.e., success).
If the status is numeric, it will be used as the system exit status.
If it is another kind of object, it will be printed and the system
exit status will be one (i.e., failure).
So, basically, you'll do something like this:
from sys import exit
# Code!
exit(0) # Successful exit