Using gtk.gdk.Window.set_keep_above will tell the window manager to raise your window above other windows and keep it on top, unless other windows also have keep-above set. Some users won't like that behavior because it can make it difficult to get to or raise other windows. An alternative is to send messages to the window manager telling it to raise your window. I think
import os
...
os.system('wmctrl -a mygtkwindow')
will tell the window manager to raise the window whose title contains "mygtkwindow", and give it focus.
Some programs related to window manager control: dcop [1], [2], devilspie, wmctrl [1],
[2],
[3], and xautomation.