Let's say you want to execute a file called fun.py located on your Desktop using the command funny. Obviously, you'll need python for that, so the exact bash command would be python ~/Desktop/fun.py.

How to do that without having to change the PATH variable:

First create a file called funny with the following contents:

#! /bin/sh

python ~/Desktop/fun.py

and save it to a folder (let's say you have saved it on your Desktop folder).

If non-existent, create a folder named bin in your home directory.
Then execute the following commands from a terminal:

source .profile

chmod +x ~/Desktop/funny

mv ~/Desktop/funny ~/bin

You can now enter the command funny to execute the python script.