I'm guessing a bit here as I haven't used that socksipy module but...
you probably need to send a header first
s.send('GET / HTTP 1.1 / Host: localhost');
or some such.. "" might even work.
and then read the buffer from socket as in:
resp = s.recv(4096);
while (len(resp) > 0):
print(resp);
resp = s.recv(4096);