From http://www.sjt.is/2011/01/25/select-constraining-object.html

select_constraining_obj.py

import maya.cmds as mc
selection = mc.ls(sl=1)
toSelect = []
for item in selection:
   constraint = mc.listConnections( item+'.parentInverseMatrix[0]', d=1, s=0,type='constraint')
   if constraint:
      constraint = constraint[0]
      src = mc.listConnections(constraint+'.target[0].targetParentMatrix', d=0, s=1)
      if src:
         toSelect.extend(src)
try:
   mc.select(toSelect)
except:
   pass