I confess, I've only dabbled with venvs on windows (had to play along with the wonderful django tutorial created by/for djangogirls[1]). But my secret to working with pip on windows have been invoking it from inside python: install python (optionally set up a venv); then:

  import pip
  pip.main("install ipython".split())

of course, python for windows drops pip in the scrips-folder -- but doing everything from inside python is magically cross-platform :)

Pip will drop ipython in the scripts-folder too -- so that where one can grab a shortcut. Or just (after restarting python):

  import IPython
  IPython.start_ipython() # Ed: not .start()

[1] http://tutorial.djangogirls.org/