Here's an easy way to display FITS images (or any array) in DS9 using Python (with PyFITS, NumPy and Numdisplay, which is part of stsci_python). First launch DS9, then in Python:
Easy!
Alternatively, the Kapteyn package seems excellent, and uses Python's matplotlib for displaying images. It requires WCSLIB to run, though, so the installation process is a bit longer [update: apparently that bit is no longer true - 17 Oct 2011].
A third option is to use python-sao:
Easy again! And the WCS information is preserved, which doesn't seem to be the case with Numdisplay.