Errata:

Since the time this video was recorded, Twilio has changed the name of their client class from TwilioRestClient to just Client. So the first line of send_sms.py should say:

from twilio.rest import Client

Later references to TwilioRestClient should also be changed to Client.

Note - Twilio has updated the location of their documentation, so the URL in the video is no longer correct. The Twilio Python documentation can be found here:
https://www.twilio.com/docs/libraries/python.