yes, this mode is called electric. You can combine the electric behaviour with this simple macro for maximum confort:
(defun electric-pair ()
"If at end of line, insert character pair without surrounding spaces.
Otherwise, just insert the typed character."
(interactive)
(if (eolp) (let (parens-require-spaces) (insert-pair))
(self-insert-command 1)))
Then enable it by binding the appropriate characters to it in your favorite programming modes. For example, for PythonMode:
(add-hook 'python-mode-hook
(lambda ()
(define-key python-mode-map "\"" 'electric-pair)
(define-key python-mode-map "\'" 'electric-pair)
(define-key python-mode-map "(" 'electric-pair)
(define-key python-mode-map "[" 'electric-pair)
(define-key python-mode-map "{" 'electric-pair)))
The CPerl mode provides this as a builtin:
;; from my .emacs
(add-hook 'cperl-mode-hook
(lambda ()
(setq cperl-hairy nil
abbrev-mode t ;; automatic keyword expansion
cperl-highlight-variables-indiscriminately t
cperl-auto-newline t
cperl-auto-newline-after-colon t
cperl-regexp-scan nil
cperl-electric-keywords t
cperl-electric-linefeed t
cperl-electric-parens nil) ;; <------ electric parens!
Other modes could provides something similar.