Having an easy way to control where output goes makes sense.  This is a new feature, however, and thus only a candidate for 3.2, and in 3.2 it would be better to target it at argparse.  I think argarse makes this easier to do via subclassing, but doing so the easy way seems to require overriding a 'private' method (_print_message).  I've added Steven to the nosy list to see what he thinks.