For several weeks now there's been an issue open for numpy that it can't be pip installed in Python 3: http://projects.scipy.org/numpy/ticket/1857 (the original ticket specifies that this happens when installing in a virtualenv, but I think it applies to a normal site install too).
To summarize: numpy does some slightly unusual (but probably necessary) things for its Python 3 build, that leads to some incompatibility with pip. In particular, when pip runs the egg_info command it messes with the setup.py module's __file__ in ways that numpy doesn't expect. I added a patch to numpy's setup.py that works around that particular issue fine, but there's another problem:
When numpy's setup.py is run, even with the egg_info command, it runs some gcc calls to test for availability of certain features. Some of these can cause error messages from gcc that contain non-ASCII characters. Normally this is not a problem, but since pip is calling the setup.py with subprocess.Popen, it replaces stdout with an ASCII-only pipe (which is a bug in Python: http://bugs.python.org/issue6135). This leads to a UnicodeError from pip.
I'm not sure what the workaround is for issue6135, but it should probably be addressed on pip's end.
Closing this as dupe of #326, since more discussion has happened there. Thanks for the report!