Currently each glob defined in package_data must match files only; if it
matches a directory, it raises an exception later when calling
copy_file(). This means that a glob like 'mydata/*' will fail if there
is any subdirectory under 'mydata'. One simple useful change would be to
allow a glob match a directory and interpret it as a recursive inclusion
of the directory.

A more general feature request (perhaps a separate ticket) would be to
port to setup() the logic currently expressed in MANIFEST.in. In the
long term, MF.in should IMO be deprecated because (a) it's a second file
one has to remember to write and maintain in addition to setup.py (b)
has its own ad-hoc syntax instead of python and (c) overlaps in scope
with package_data and data_files of setup.py. The exact API exposing
MF.in's functionality can be decided after (and if) there is consensus
on deprecating/replacing it.