This is really a matter of taste. I personally include the blank line to be consisted with classes which have a docstring. Quoting PEP-0257:
Insert a blank line before and after all docstrings (one-line or multi-line) that document a class -- generally speaking, the class's methods are separated from each other by a single blank line, and the docstring needs to be offset from the first method by a blank line; for symmetry, put a blank line between the class header and the docstring.
To illustrate:
class WithoutDocString(object):
def __init__(self):
pass
class WithADocString(object):
"""Summary line.
Bla bla bla bla.
"""
def __init__(self):
pass