Option 1:
Put your file at:
<Wherever your Python is>/Lib/site-packages/myfile.py
Add this to your code:
import myfile
Pros: Easy
Cons: Clutters site-packages
Option 2:
Put your file at:
/Lib/site-packages/mypackage/myfile.py
Create an empty text file called:
<Wherever your Python is>/Lib/site-packages/mypackage/__init__.py
Add this to your code:
from mypackage import myfile
Pros: Reduces clutter in site-packages by keeping your stuff consolidated in a single directory
Cons: Slightly more work; still some clutter in site-packages. This isn't bad for stable stuff, but may be regarded as inappropriate for development work, and may be impossible if Python is installed on a shared drive
Option 3
Put your file in any directory you like
Add that directory to the PYTHONPATH environment variable
Proceed as with Option 1 or Option 2, except substitute the directory you just created for <Wherever your Python is>/Lib/site-packages/
Pros: Keeps development code out of the site-packages directory
Cons: slightly more setup
This is the approach I usually use for development work