import os
os.environ['SDL_VIDEO_WINDOW_POS'] = str(position[0]) + "," + str(position[1])
as per http://pygame.org/wiki/FrequentlyAskedQuestions
You can also just center the screen with
import pygame, os
os.environ['SDL_VIDEO_CENTERED'] = '1'
Note that these should be done before you initialize pygame in the main loop. I do it right after I import os for example. And since they are not actually part of pygame, you can probably use it elsewhere, though things like gtk and wxpython provide their own mechanisms.
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