should I call close() after urllib.urlopen()?

The close method must be called on the result of urllib.urlopen, not on the urllib module itself as you’re thinking about (as you mention urllib.close — which doesn’t exist).

The best approach: instead of x = urllib.urlopen(u) etc, use:

import contextlib

with contextlib.closing(urllib.urlopen(u)) as x:
   ...use x at will here...

The with statement, and the closing context manager, will ensure proper closure even in presence of exceptions.