test

_script.py

#!/usr/bin/env python
# -*- coding: utf-8 -*-

import sys

values = {}
values["without_u"] = "Fertőboz"
values["with_u"] = u"Fertőboz"
print "my output encoding: ", sys.stdout.encoding
print values
print "without_u is unicode? ", isinstance(values["without_u"], unicode)
print "without_u is str? ", isinstance(values["without_u"], str)
print "with_u is unicode? ", isinstance(values["with_u"], unicode)
print "with_u is str? ", isinstance(values["with_u"], str)
print values["without_u"]
print values["with_u"]

output SSH console

my output encoding:  UTF-8
{'without_u': 'Fert\xc5\x91boz', 'with_u': u'Fert\u0151boz'}
without_u is unicode?  False
without_u is str?  True
with_u is unicode?  True
with_u is str?  False
Fertőboz
Fertőboz

output windows console

my output encoding:  cp850
{'without_u': 'Fert\xc5\x91boz', 'with_u': u'Fert\u0151boz'}
without_u is unicode?  False
without_u is str?  True
with_u is unicode?  True
with_u is str?  False
Fertőboz
Traceback (most recent call last):
  File "C:\Dokumente und Einstellungen\Michi\Desktop\test.py", line 16, in <modu
le>
    print values["with_u"]
  File "C:\Programme\Python27\lib\encodings\cp850.py", line 12, in encode
    return codecs.charmap_encode(input,errors,encoding_map)
UnicodeEncodeError: 'charmap' codec can't encode character u'\u0151' in position
 4: character maps to <undefined>