>>> headers = {'Connection':'keep-alive',
           'Accept':'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8',
           'Accept-Encoding':'gzip,deflate,sdch',
           'Accept-Language':'ru-RU,ru;q=0.8,en-US;q=0.6,en;q=0.4',
           'Cache-Control':'max-age=0',
           'Origin':'http://site.ru',
           'User-Agent':'Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/29.0.1547.0 Safari/537.36'}
>>> headers
{'Origin': 'http://site.ru', 'Accept-Language': 'ru-RU,ru;q=0.8,en-US;q=0.6,en;q=0.4', 'Accept-Encoding': 'gzip,deflate,sdch', 'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8', 'User-Agent': 'Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/29.0.1547.0 Safari/537.36', 'Connection': 'keep-alive', 'Cache-Control': 'max-age=0'}

#!/usr/bin/env python3
from collections import OrderedDict
import requests

session = requests.Session()
session.headers = OrderedDict([
    ('Connection', 'keep-alive'),
    ('Accept-Encoding', 'gzip,deflate'),
    ('Origin', 'example.com'),
    ('User-Agent', 'Mozilla/5.0 ...'),
# ...
custom_headers = OrderedDict([('One', '1'), ('Two', '2')])
req = requests.Request('GET', 'https://httpbin.org/get', headers=custom_headers)
prep = session.prepare_request(req)
print(*prep.headers.items(), sep='n')

('Connection', 'keep-alive')
('Accept-Encoding', 'gzip,deflate')
('Origin', 'example.com')
('User-Agent', 'Mozilla/5.0 ...')
('One', '1')
('Two', '2')