[Python] How can you discover what features in a dataset are predictive?

I'm working on a machine learning algorithm for the dataset available here.

There are 26 columns of data. Most of it is pointless. How can I effectively and quickly determine what features are interesting - what features tell me one way or another whether a given URL is ephemeral or evergreen (which is the dependent variable in the dataset)? Are there intelligent, programmatic Scikit learns ways of doing this or is it simply a case of graphic each feature against the dependent feature ('label', 26th column) and seeing what has an effect?

Surely there's a better way than this?

Edit: Some code for a classifier that I have found - how can I print out the weights given to each feature here ?

import numpy as np
import matplotlib.pyplot as plt
from sklearn import metrics,preprocessing,cross_validation
from sklearn.feature_extraction.text import TfidfVectorizer
import sklearn.linear_model as lm
import pandas as p
loadData = lambda f: np.genfromtxt(open(f,'r'), delimiter=' ')

print "loading data.."
traindata = list(np.array(p.read_table('train.tsv'))[:,2])
testdata = list(np.array(p.read_table('test.tsv'))[:,2])
y = np.array(p.read_table('train.tsv'))[:,-1]

tfv = TfidfVectorizer(min_df=3, max_features=None, strip_accents='unicode',
analyzer='word',token_pattern=r'\w{1,}',ngram_range=(1, 2), use_idf=1,smooth_idf=1,sublinear_tf=1)

rd = lm.LogisticRegression(penalty='l2', dual=True, tol=0.0001,
C=1, fit_intercept=True, intercept_scaling=1.0,
class_weight=None, random_state=None)

X_all = traindata + testdata
lentrain = len(traindata)

print "fitting pipeline"
tfv.fit(X_all)
print "transforming data"
X_all = tfv.transform(X_all)

X = X_all[:lentrain]
X_test = X_all[lentrain:]

print "20 Fold CV Score: ", np.mean(cross_validation.cross_val_score(rd, X, y, cv=20, scoring='roc_auc'))

print "training on full data"
rd.fit(X,y)
pred = rd.predict_proba(X_test)[:,1]
testfile = p.read_csv('test.tsv', sep="\t", na_values=['?'], index_col=1)
pred_df = p.DataFrame(pred, index=testfile.index, columns=['label'])
pred_df.to_csv('benchmark.csv')
print "submission file created.."

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