How to check a string for a special character?

You can use string.punctuation and any function like this

import string
invalidChars = set(string.punctuation.replace("_", ""))
if any(char in invalidChars for char in word):
    print "Invalid"
else:
    print "Valid"

With this line

invalidChars = set(string.punctuation.replace("_", ""))

we are preparing a list of punctuation characters which are not allowed. As you want _ to be allowed, we are removing _ from the list and preparing new set as invalidChars. Because lookups are faster in sets.

any function will return True if atleast one of the characters is in invalidChars.

Edit: As asked in the comments, this is the regular expression solution. Regular expression taken from https://stackoverflow.com/a/336220/1903116

word = "Welcome"
import re
print "Valid" if re.match("^[a-zA-Z0-9_]*$", word) else "Invalid"

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