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Celtx 1 is a nice, standard, and free screenplay editor. It provides traditional screenplay formatting and many useful screenplay editing and organization tools and reports.
celtx2renpy.py 2 is a command line Python script from User:WorldMaker to convert a Celtx screenplay (following a few simple conventions) into a Ren'Py script.
You'll need argparse and beautifulsoup, both of which you can install with easy_install or pip install. Then from a command line you can run the celtx2renpy.py converter with your screenplay script.
The input file that it expects is not the .celtx file, but the .html screenplay script file embedded in the .celtx file, which is a normal .zip archive and you should be able to open in any archive program. (If you are working with version control, an automation tool called musdex (on PyPI, also from User:WorldMaker) for version-controlling such zip archives as bundles of files, which can handle the extraction for you.)
The converter follows a few simple script conventions, that are meant look meaningfully well in Celtx and are relatively close to their screenplay intentions/counterparts:
Obviously you can't do really deep nesting or similarly complicated script structures, but hopefully you should get about 95% of the way to the script that you want with this tool.