I usually quit pygame by breaking out of the main loop and calling 
pygame.quit() followed by sys.exit(), but I can't remember anymore where I 
learned to use sys.exit and why it should be used. 

pygame.quit seems to be actually useful because at least IDLE (or other tkinter 
applications, too?) has trouble to close the pygame window, but what about 
sys.exit? It seems to be unnecessary.

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