Unfortunately, a CGI script will generally not run when you try it from the command line, and a script that works perfectly from the command line may fail mysteriously when run from the server. There's one reason why you should still test your script from the command line: if it contains a syntax error, the Python interpreter won't execute it at all, and the HTTP server will most likely send a cryptic error to the client.
Assuming your script has no syntax errors, yet it does not work, you have no choice but to read the next section.