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You should use an underscore if you don't have an __all__
defined. This is mostly for protection for ``from cookielib
import *`` code. But if you define an __all__ I think you
are fine.
You do not need to document that undocumented globals should
not be relied upon. Yes, people should know better (I
personally got nailed by the Debian folk for an undocumented
function in site.py that I changed the parameters of). But
the suggestions Neal and I are making are to protect people
who do their doc checking from the command-line and thus
just do ``import cookielib; dir(cookielib)``. I know Python
is for use by adults, but sometimes going a small step to
protect the adolescents is also okay. =)