By default, Ubuntu Jaunty (9.04) shipped with Python 2.6 while GAE works with Python 2.5, so if you download SDK and run your app, you will see lot of errors.
Luckily, you can have GAE running with two simple steps:
1. Install Python 2.5
#sudo apt-get install python2.5
2. Edit dev_appserver.py
Change the first line
Simple enough, now try to run your app again