Phyton: Ask to the user for input until they give a valid response

The simplest way to accomplish this would be to put the input method in a while loop. Use continue when you get bad input, and break out of the loop when you're satisfied.

When Your Input Might Raise an Exception

Use try and catch to detect when the user enters data that can't be parsed.

while True:
    try:
        age = int(input("Please enter your age: "))
    except ValueError:
        print("Sorry, I didn't understand that.")
        #better try again... Return to the start of the loop
        continue
    else:
        #age was successfully parsed!
        #we're ready to exit the loop.
        break
if age >= 18: 
    print("You are able to vote in the United States!")
else:
    print("You are not able to vote in the United States.")

Implementing Your Own Validation Rules

If you want to reject values that Python can successfully parse, you can add your own validation logic.

while True:
    data = input("Please enter a loud message (must be all caps): ")
    if not data.isupper():
        print("Sorry, your response was not loud enough.")
        continue
    else:
        #we're happy with the value given.
        #we're ready to exit the loop.
        break

while True:
    data = input("Pick an answer from A to D:")
    if data.lower() not in ('a', 'b', 'c', 'd'):
        print("Not an appropriate choice.")
    else:
        break

Combining Exception Handling and Custom Validation

Both of the above techniques can be combined into one loop.

while True:
    try:
        age = int(input("Please enter your age: "))
    except ValueError:
        print("Sorry, I didn't understand that.")
        continue

    if age < 0:
        print("Sorry, your response must not be negative.")
        continue
    else:
        #age was successfully parsed, and we're happy with its value.
        #we're ready to exit the loop.
        break
if age >= 18: 
    print("You are able to vote in the United States!")
else:
    print("You are not able to vote in the United States.")

Encapsulating it All in a Function

If you need to ask your user for a lot of different values, it might be useful to put this code in a function, so you don't have to retype it every time.

def get_non_negative_int(prompt):
    while True:
        try:
            value = int(input(prompt))
        except ValueError:
            print("Sorry, I didn't understand that.")
            continue

        if value < 0:
            print("Sorry, your response must not be negative.")
            continue
        else:
            break
    return value

age = get_non_negative_int("Please enter your age: ")
kids = get_non_negative_int("Please enter the number of children you have: ")
salary = get_non_negative_int("Please enter your yearly earnings, in dollars: ")

Putting it all together

You can extend this idea to make a very generic input function:

def sanitised_input(prompt, type_=None, min_=None, max_=None, range_=None): 
    if min_ is not None and max_ is not None and max_ < min_: 
        raise ValueError("min_ must be less than or equal to max_.") 
    while True: 
        ui = input(prompt) 
        if type_ is not None: 
            try: 
                ui = type_(ui) 
            except ValueError: 
                print("Input type must be {0}.".format(type_.__name__)) 
                continue
        if max_ is not None and ui > max_: 
            print("Input must be less than or equal to {0}.".format(max_)) 
        elif min_ is not None and ui < min_: 
            print("Input must be greater than or equal to {0}.".format(min_)) 
        elif range_ is not None and ui not in range_: 
            if isinstance(range_, range): 
                template = "Input must be between {0.start} and {0.stop}."
                print(template.format(range_)) 
            else: 
                template = "Input must be {0}."
                if len(range_) == 1: 
                    print(template.format(*range_)) 
                else: 
                    print(template.format(" or ".join((", ".join(map(str, 
                                                                     range_[:-1])), 
                                                       str(range_[-1]))))) 
        else: 
            return ui 

With usage such as:

age = sanitised_input("Enter your age: ", int, 1, 101)
answer = sanitised_input("Enter your answer", str.lower, range_=('a', 'b', 'c', 'd'))

Common Pitfalls, and Why you Should Avoid Them

The Redundant Use of Redundant input Statements

This method works but is generally considered poor style:

data = input("Please enter a loud message (must be all caps): ")
while not data.isupper():
    print("Sorry, your response was not loud enough.")
    data = input("Please enter a loud message (must be all caps): ")

It might look attractive initially because it's shorter than the while True method, but it violates the Don't Repeat Yourself principle of software development. This increases the likelihood of bugs in your system. What if you want to backport to 2.7 by changing input to raw_input, but accidentally change only the first input above? It's a SyntaxError just waiting to happen.

Recursion Will Blow Your Stack

If you've just learned about recursion, you might be tempted to use it in get_non_negative_int so you can dispose of the while loop.

def get_non_negative_int(prompt):
    try:
        value = int(input(prompt))
    except ValueError:
        print("Sorry, I didn't understand that.")
        return get_non_negative_int(prompt)

    if value < 0:
        print("Sorry, your response must not be negative.")
        return get_non_negative_int(prompt)
    else:
        return value

This appears to work fine most of the time, but if the user enters invalid data enough times, the script will terminate with a RuntimeError: maximum recursion depth exceeded. You may think "no fool would make 1000 mistakes in a row", but you're underestimating the ingenuity of fools!