I have created a script with python that basically ping all servers found in my lists. I need this script to be run on startup with sudo permission.
So the question is, How do you run the script on startup with sudo permission
Check this: Creating Launch Daemons and Agents. These could be done with root privileges (launchd runs as root).
What I do is to put such scripts in /Library/StartupItems; check this: Startup Items. These are run by root authority (see Startup Item Permissions at the bottom). This however, is the old way to do such things. Still works in Lion, though.