This is useful if for whatever reason you need to select all creased edges on an object that has a lot of geometry.
obj = bpy.context.active_object
for i in obj.data.edges:
if i.crease > 0.0:
i.select = True
As a response to Enzymes query below, I posted additional examples of edge selection, which I think can prove to be useful to get people started Edge selection with criteria