I'm a python newb and maybe I wasn't doing something right. I'm more used to Linux/Perl and doing "Perl -M CPAN ..." which just works. 'pip ...' just didn't.
I was not left with the feeling that Python ran as well on Windows as on Linux.
0) Check if the package came preinstalled with Anaconda
1) if not try to use conda to install packages,
2) if conda doesn't have the package, see if it's been uploaded here: http://www.lfd.uci.edu/~gohlke/pythonlibs/
3) try pip.
It'd be nice if Windows made an effort to provide a sane environment for Python, because the Python devs certainly aren't doing anything to make things sane on Windows.
If it is not, you can often do python -mpip install xxxxx
And you're right there are some gotchas - for instance pip install -U pip won't work to update pip itself as on Windows a program can't seem to overwrite it's own executable.
I could be wrong as it's been a long time since I helped anybody with that on Windows.
What? Python has been one of the significant exceptions on this front because Enthought actually shipped a product which was expected to work on Windows. Python also goes out of its way to make sure that things work in sane ways even when Windows has no real equivalent.
I also suspect this is one of the reasons for Python's ascendancy over other scripting languages. By being one of the few scripting languages that runs decently on Windows, you gain an automatic user population advantage.