http://installing-caffe-the-right-way.wikidot.com
That guide is mostly correct, assuming your reply here means that you're also using OS X. It should get you all the way to a working Caffe install. The one thing it doesn't get right is that your PYTHON_INCLUDE and PYTHON_LIB variables should both point to the relevant folders from your Homebrew Python install (I had no luck attempting to compile pycaffe against either Anaconda or system Python, both would just segfault when I imported the module). In my case, that was (assuming you've already installed numpy with Homebrew pip):
PYTHON_INCLUDE := /usr/local/Cellar/python/2.7.10/Frameworks/Python.framework/Versions/2.7/include/python2.7 \ /usr/local/Cellar/python/2.7.10/Frameworks/Python.framework/Versions/2.7/lib/python2.7/site-packages/numpy/core/include
PYTHON_LIB is exactly as it is in the example Makefile.config on that page, except adjusted for version number if you've installed Python via Homebrew since 2.7.10 was released.