Custom modules for plpythonu
You might be able to do something along the lines of what was done in check_updates-1.0.1, if you can't make guarantees about being able to install in the system's PYTHONPATH.

In the Makefile, there is a substitution of  based off the output of pg_config for the use lib directive of Perl. You could do something similar like this:

import sys
sys.path.append("&lt;LIBDIR&gt;/myextension")


in the Makefile of your extension to ensure that the install directory for modules is in the PYTHONPATH in your functions, no matter where someone has things installed. 

You can cache your imports too, as referenced in this StackOverflow question: How are import statements in plpython handled, which should help with performance too.

It's not "easy", though, sadly. We have to wait for future improvements to plpythonu to make such things easier.

Hope that helps answer your question. =)