How can I get a Python generator to return None rather than StopIteration?

If you are using Python 2.6+ you should use the next built-in function, not the next method (which was replaced with __next__ in 3.x). The next built-in takes an optional default argument to return if the iterator is exhausted, instead of raising StopIteration:

next((i for i, v in enumerate(a) if i == 666), None)