Mavericks firewall does not keep my choices I'm on Mavericks and I run a python script to have a minimalist local server.  

Anytime I launch the server the firewall popup comes in and asks me "Do you want the application “python2.7” to accept incoming network connections?" I click "Allow".

I have inspected the Firewall Options from "Security and Privacy" and there is an entry "Python" that points to my virtualenv version of python that is marked as "Allow incoming connections".

So everything seems ok but this popup won't go away, it is always there anytime I launch the server.

Might be a problem linked to the different virtualenv installations of python?
It sounds like the problem is that virtualenv modifies the python binary when it copies it into the environment, invalidating the signature.

Try to follow this and see if it resolves your issue: http://blog.movieos.org/post/63545845092/stop-my-os-x-firewall-complaining-about-a-virtualenv