title: How to exit a program: sys.stderr.write() or print
body: <p>I am writing a small app and I need to quit the program multiple number of times.</p>
  
  <p>Should I use:</p>
  
  <p><code>sys.stderr.write('Ok quitting')</code><br><code>sys.exit(1)</code></p>
  
  <p>Or should I just do a:</p>
  
  <p><code>print 'Error!'</code><br/><code>sys.exit(1)</code></p>
  
  <p>Which is better and why? Note that I need to do this a lot. The program should completely quit.</p>