class URLError(IOError):
class HTTPError(URLError, addinfourl):
class GopherError(URLError):

This suggests that catching URLError should have caught your HTTPError,
so you might have the chronology backwards above.

E.g.:

py> class BobError(Exception): pass
...
py> class CarolError(BobError): pass
...
py> try:
...   raise CarolError
... except BobError:
...   print 'got it'
...
got it

Now,

% cat httplib.py | grep -e '^\s*class'

produces the following at one point in its output:

class HTTPException(Exception):
class NotConnected(HTTPException):
class InvalidURL(HTTPException):
class UnknownProtocol(HTTPException):
class UnknownTransferEncoding(HTTPException):
class UnimplementedFileMode(HTTPException):
class IncompleteRead(HTTPException):
class ImproperConnectionState(HTTPException):
class CannotSendRequest(ImproperConnectionState):
class CannotSendHeader(ImproperConnectionState):
class ResponseNotReady(ImproperConnectionState):
class BadStatusLine(HTTPException):

Which suggests that "try: except HTTPException:" will be specific enough
as a catchall for this module.

The following, then, should catch everything you mentioned except the
socket timeout:

try:
   whatever()
except URLError, HTTPException:
   alternative()

But it seems to me that working with the internet as you are doing is
fraught with peril anyway.