You can use the .attribute_name notation inside the format fields themselves:
print 'My object has strings a={0.a}, b={0.b}, c={0.c}'.format(obj)
Below is a demonstration:
>>> class Test(object):
... def __init__(self, a, b, c):
... self.a = a
... self.b = b
... self.c = c
...
>>> obj = Test(1, 2, 3)
>>> 'My object has strings a={0.a}, b={0.b}, c={0.c}'.format(obj)
'My object has strings a=1, b=2, c=3'
>>>
Note however that you do need to number the format fields when doing this. Also, as you can see, the str.format function has its format fields denoted by curly braces {...}, not the % sign.
For more information, here is a reference on the Format String Syntax in Python.