CheeseShop is a secret code name for the Python Package Index also known as PyPI and accessible from
Further information
CheeseShopTutorial explains how to use Package Index and upload your packages
PyPIJSON describes JSON interface to access PyPI from applications
CheeseShopXmlRpc describes XML-RPC interface to access PyPI from applications
CheeseShopDev contains all necessary information to help PyPI get better
PyPiImplementations page lists alternative implementations of Python package catalogs
Trivia
The secret code name refers to the Cheese Shop sketch performed and recorded by John Cleese and Michael Palin on 7 January 1972.
Whether that name was chosen because CPAN contains so many packages at that time remains in the dark zone of rumours and wild speculation.