The global docs index has one entry for “comparison”, which is http://docs.python.org/dev/reference/expressions#not-in
This other page says that “in general, __lt__() and __eq__() are sufficient, if you want the conventional meanings of the comparison operators”: http://docs.python.org/dev/library/stdtypes.html#comparisons

Other useful bits:
http://docs.python.org/dev/reference/datamodel#object.__lt__
http://docs.python.org/dev/library/functions#sorted
http://docs.python.org/dev/library/functools#functools.cmp_to_key
http://docs.python.org/dev/howto/sorting#odd-and-ends

It may be useful to add more cross-links between those places (especially pointing to the first link).