第一种：

# coding:utf8
import urllib2, cookielib
url = "http://www.baidu.com"
print u'第一种方法'
response1 = urllib2.urlopen(url)
print response1.getcode()
print len(response1.read())

第二种：

print u"第二种方法"
request = urllib2.Request(url)
request.add_header("user-agent", "Mozilla/5.0")
response2 = urllib2.urlopen(request)
print response2.getcode()
print len(response2.read())

第三种：

print u"第三种方法"
cj = cookielib.CookieJar()
opener = urllib2.build_opener(urllib2.HTTPCookieProcessor(cj))
urllib2.install_opener(opener)
response3 = urllib2.urlopen(url)
print response3.getcode()
print cj
print response3.read()