How do you get Jenkins to execute python unittest cases?
Is it possible to JUnit style XML output from the builtin unittest package?
I would second using nose.  Basic XML reporting is now built in.  Just use the --with-xunit command line option and it will produce a nosetests.xml file.  For example:

nosetests --with-xunit

Then add a "Publish JUnit test result report" post build action, and fill in the "Test report XMLs" field with nosetests.xml (assuming that you ran nosetests in $WORKSPACE).
Python unittests in Jenkins?