One important function that you can use when drawing lines is to represent them as a tube. In the following example, I used the X, Y, Z axis along with a three-dimensional drawing (note that in my case the sizes are large, so you can adjust them):
import mayavi.mlab as mlab black = (0,0,0) white = (1,1,1) mlab.figure(bgcolor=white) mlab.plot3d([0, 1000], [0, 0], [0, 0], color=black, tube_radius=10.) mlab.plot3d([0, 0], [0, 1500], [0, 0], color=black, tube_radius=10.) mlab.plot3d([0, 0], [0, 0], [0, 1500], color=black, tube_radius=10.) mlab.text3d(1050, -50, +50, 'X', color=black, scale=100.) mlab.text3d(0, 1550, +50, 'Y', color=black, scale=100.) mlab.text3d(0, -50, 1550, 'Z', color=black, scale=100.)