There are two Emacs modes for Sage: sage-mode and sage-shell-mode. Ideally they should be largely key binding compatible (open bugs if not), and hopefully you can even use both together. To my knowledge that hasn't been tested yet.

In the feature table below ?? means probably, and blank means probably not.

sage-mode

sage-shell-mode

Installation

spkg

MELPA

Completion

pcomplete

auto-complete

Helm integration

no

yes

Cleaner codebase

??

Other interpreters

no

??

Cython mode

yes

flymake integration

yes

AUCTeX integration

yes

Doctesting helps

yes

Building help

yes

Inline plots

yes

Typeset output

yes

"blocks"

yes

Compatibility

new/old python.el

??