For Linux users, the following is the correct (and non-hard-coded) way of including the pyspark libaray in PYTHONPATH. Both PATH parts are necessary:
Notice below that the zipped library version is dynamically determined, so we do not hard-code it.
export PYTHONPATH=${SPARK_HOME}/python/:$(echo ${SPARK_HOME}/python/lib/py4j-*-src.zip):${PYTHONPATH}