I am developing games on python, I need some easy to use software that can create sound files. Format can be anything .midi, .mid, .wav, .mp3 it doesn't matter. I can also download games sound from Internet, but I want to make my own sound for the games. The software must be easy to use, and if that software is lightweight that would be great!
You can use both the Linux MultiMedia Studio (lmss) at which seems to be an alternative or similar software to Fruity Loops, Sony Acid, etc. It allows you to sample audio files, insert percussions, read/write midi's, etc.
If you are familiar to Fruity Loops,Sony Acid and these style of software you will feel comfortable with LMMS.
Screenshot provided right here for your convenience:
Another great sound work station is the Energy XT, which is indeed proprietary (closed source), running natively on linux and these days they have a "free" version which allows you to do some limited things like saving but including only 1 synth, 3 percussions and these things. The fancy of this is that it is really easy to use and it runs natively on linux.
Videos can be reached right here: http://www.energy-xt.com/index.php?id=0101
And a screenshot from my desktop for you to see the full version of energyXT at work is also here:
Both these are ready to run, but if you wish try finding alternatives to these applications, I suggest you this site: http://alternativeto.net/ on which you can perform searching for almost any known application.
Audacity is a featured sound editor available right in the Ubuntu Software Center.
For completeness sake+ you can use software created for making sound effects for games.
There is Bfxr, which is a browser tool (flash), but there is an Air version.
You can use the option to save the created effect as a wav file.
Bfxr's nephew is sfxr. Originally Bfxr was based upon sfxr.
Sfxr was ported to Linux and known to compile under Ubuntu 8.10, although I'm not sure if it is possible to compile under 11.10.
Both software has a steep learning curve: just start tweaking the sliders, press the buttons and I bet you'll smile.
+ Note: Since these are not Linux software (except for the second, but I cannot check) I include them after an accepted answer.