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How to make a release
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Write the changelog (doc/whats_new.rst). Commit counts can be generated using git log <last_release>.. | git shortlog -s -n
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Fix Milestone issues 
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Compile documentation, make sure all examples compile. If sphinx refuses to work generate reference for functions, use sphinx 1.0.0 (which seems to work fine). 
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Tag master with X.X-branching 
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Create a new branch X.X. Next step for both branches separately (once with -git, once without) 
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Change the version number hardcoded in web page: doc/themes/scikit-learn/layout.html 
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Change the version number in - 
doc/conf.py 
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sklearn/__init__.py
 
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check on python 2.6, 2.7, 3k 
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Tag X.X branch as X.X. 
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then python setup.py sdistwill create a .tar.gz in the dist/ directory.
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untar and test it 
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upload packet and website to sourceforge (see doc/README). Set the default download to the new release. 
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upload to PyPi with python setup.py sdist upload
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hide the old version on the PyPi website 
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Update the mloss page: https://mloss.org/software/view/240/ (right now, I (Fabian) am the only one that can do that). 
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remove all deprecated features from dev that are to be removed in the next version. 
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Update the wikipedia page with the latest stable version (should we?)