Setting the logging for suds.transport
to debug will get you the sent and received messages.
For an interactive session, I find this is good:
import logging
logging.basicConfig(level=logging.INFO)
logging.getLogger('suds.client').setLevel(logging.DEBUG)
logging.getLogger('suds.transport').setLevel(logging.DEBUG)
logging.getLogger('suds.xsd.schema').setLevel(logging.DEBUG)
logging.getLogger('suds.wsdl').setLevel(logging.DEBUG)
from suds.client import Client
s = Client('http://someservice?wsdl')
For specifically just the sent and received XML sent to a file, you'll need to play with the logging settings, see http://docs.python.org/library/logging.html