launch.json

{
  "version": "0.2.0",
  "configurations": [
    {
      "name": "SimpleHTTPServer",
      "type": "python",
      "request": "launch",
      "stopOnEntry": false,
      "program": "${workspaceRoot}/server.py",
      "debugOptions": [
        "WaitOnAbnormalExit",
        "WaitOnNormalExit",
        "RedirectOutput"
      ]
    }
  ]
}

server.py

import SimpleHTTPServer
import SocketServer

HOST, PORT = "localhost", 8000

Handler = SimpleHTTPServer.SimpleHTTPRequestHandler

httpd = SocketServer.TCPServer((HOST, PORT), Handler)

print "Serving HTTP on", HOST, "port", PORT, "..."
httpd.serve_forever()