Use a dictionary unless you need the extra mechanism of a class. You could also use a namedtuple
for a hybrid approach:
>>> from collections import namedtuple
>>> request = namedtuple("Request", "environ request_method url_scheme")
>>> request
<class '__main__.Request'>
>>> request.environ = "foo"
>>> request.environ
'foo'
Performance differences here will be minimal, although I would be surprised if the dictionary wasn’t faster.