The first thing you need to decide is whether the data structure needs to be mutable or not. As has been mentioned, lists are mutable, tuples are not. This also means that tuples can be used for dictionary keys, wheres lists cannot.
In my experience, tuples are generally used where order and position is meaningful and consistant. For example, in creating a data structure for a choose your own adventure game, I chose to use tuples instead of lists because the position in the tuple was meaningful. Here is one example from that data structure:
pages = {'foyer': {'text' : "some text",
'choices' : [('open the door', 'rainbow'),
('go left into the kitchen', 'bottomless pit'),
('stay put','foyer2')]},}
The first position in the tuple is the choice displayed to the user when they play the game and the second position is the key of the page that choice goes to and this is consistent for all pages.
Tuples are also more memory efficient than lists, though I'm not sure when that benefit becomes apparent.
Also check out the chapters on lists and tuples in Think Python.