Nice pull request, neat utility. Minor style comment: rather than a long if-else chain, you could do:

```python
class AutoBinningMethods(object):
    @staticmethod
    def sturges(data):
        # implementation

# Usage
func = getattr(AutoBinningMethods, method, None)
if func is None: raise RuntimeError("Unknown method: {0}".format(method))
bins = func(data)
```

I'd put them in a public namespace, too. I can conceive of wanting to be able to compute the bins which are chosen without filling a histogram.