What is the naming convention in Python for variable and function names?

Coming from a C# background the naming convention for variables and method names are usually either camelCase or PascalCase:

// C# example
string thisIsMyVariable = "a"
public void ThisIsMyMethod()

In Python, I have seen the above but I have also seen underscores being used:

# python example
this_is_my_variable="a"
def this_is_my_function():

Is there a more preferable, definitive coding style for Python?

The Google Python Style Guide has the following convention:

module_name, package_name, ClassName, method_name, ExceptionName, function_name, GLOBAL_CONSTANT_NAME, global_var_name, instance_var_name, function_parameter_name, local_var_name.

A similar naming scheme should be applied to a CLASS_CONSTANT_NAME