show()

We are warned to use show() at most once per script:
http://matplotlib.sourceforge.net/faq.html#SHOW
For scripts I use in a classroom setting, I generally
need to call show() several times: once for each of
a sequence of figures. I have been doing this with
the TKAgg backend, and I have had almost no problems.
A figure is shown, and the script does not continue
until I close the figure (by clicking its close button).
This is the behavior I want.

Is there another way I am supposed to be achieving this
behavior? And can the warning be elaborated a bit, so
it is clearer why this is a bad idea?

Thank you,
Alan Isaac