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Actually, pyconfig.h is placed in $(exec-prefix)/include.
This is fine as the file is architecture dependant.
However the other header files use a local
#include "pyconfig.h"
which will not match if it's not the same dir. If you like
me want a common directory for all archindependant files and
then separate for each arch it causes additional headache,
since there's no easy way for me to symlink from the arch
include/ dir to the archindependant, as they have a common
subdir (python2.3/ in my case).

Currently it seems I'll have to symlink each header file
individually from the archindependent dir to the arch ones.
Ideally pyconfig.h would be put directly in
$(exec-prefix)/include/ and be refered to as <pyconfig.h>. I
could then just symlink the subdir.

Whether to honor includedir or not I don't know, I'll leave
that problem to the project.