date_range.py

import datetime


def step_by_month(date):
    if date.month == 12:
        return datetime.date(date.year + 1, 1, 1)

    return datetime.date(date.year, date.month + 1, 1)


def date_range(start, stop, step):
    swp, current = None, start

    while current < stop:
        swp, current = current, step(current)
        yield swp


def main():
    today = datetime.date.today()
    start = datetime.date(2009, 12, 1)
    stop = today - datetime.timedelta(days=today.day)
    period = list(date_range(start, stop, step_by_month))
    print period

if __name__ == '__main__':
    main()

output.txt

[datetime.date(2009, 12, 1), datetime.date(2010, 1, 1), datetime.date(2010, 2, 1), datetime.date(2010, 3, 1), datetime.date(2010, 4, 1), datetime.date(2010, 5, 1), datetime.date(2010, 6, 1), datetime.date(2010, 7, 1), datetime.date(2010, 8, 1), datetime.date(2010, 9, 1), datetime.date(2010, 10, 1), datetime.date(2010, 11, 1), datetime.date(2010, 12, 1), datetime.date(2011, 1, 1), datetime.date(2011, 2, 1), datetime.date(2011, 3, 1), datetime.date(2011, 4, 1), datetime.date(2011, 5, 1), datetime.date(2011, 6, 1), datetime.date(2011, 7, 1), datetime.date(2011, 8, 1), datetime.date(2011, 9, 1), datetime.date(2011, 10, 1), datetime.date(2011, 11, 1), datetime.date(2011, 12, 1), datetime.date(2012, 1, 1), datetime.date(2012, 2, 1), datetime.date(2012, 3, 1), datetime.date(2012, 4, 1), datetime.date(2012, 5, 1), datetime.date(2012, 6, 1), datetime.date(2012, 7, 1), datetime.date(2012, 8, 1)]