I didn't think anyone used FastCGI any more, but I guess the Web 2.0 brigade has revived the technology. My impression was that the Python community would rather you used WSGI, and before that, even things like mod_python (which got a certain amount of unfair criticism given the benefits it offered) were favoured over FastCGI.
The last time I recall any prominent mention of FastCGI in the Python Web scene was back in the days of Zope 1.x with a brief note mentioning that it was unreliable and not really recommended. I stopped following such matters closely several years later (and thus several years ago) and FastCGI's reputation hadn't exactly improved over that time, but it's possible that it has returned in the caching-front-end-intensive Web architectures of today.
With regard to running Python Web applications in long-running process servers, it should be sufficient for those servers to support WSGI as the API for applications. Then, there shouldn't be any portability issues with regard to deployment in a range of environments.