pip is not installing properly
Our pip downloader is a little old and creaky and should be improved:
- SSL doesn't always verify properly on Python 2.7.9+
- Python 2.7.10+ and 3.4 could use `ensurepip` instead
- Python 3.0 and 3.1 are no longer compatible and require a different pip version (not sure which one yet)
- Proxy authentication is not supported

In most cases, we should simply download [git-pip.py](https://github.com/pypa/pip/blob/master/contrib/get-pip.py) and run that. This bundles a recent version of pip and uses it to install the latest pip, setuptools and wheel. For unsupported Python versions we should keep using the current fwlink to tar.gz to setup.py approach.

diff --git a/Python/Product/PythonTools/pip_downloader.py b/Python/Product/PythonTools/pip_downloader.py
index 953dde184..612f8e28f 100644
--- a/Python/Product/PythonTools/pip_downloader.py
+++ b/Python/Product/PythonTools/pip_downloader.py
@@ -1,11 +1,11 @@
 ﻿ # ############################################################################
  #
- # Copyright (c) Microsoft Corporation. 
+ # Copyright (c) Microsoft Corporation.
  #
- # This source code is subject to terms and conditions of the Apache License, Version 2.0. A 
- # copy of the license can be found in the License.html file at the root of this distribution. If 
- # you cannot locate the Apache License, Version 2.0, please send an email to 
- # vspython@microsoft.com. By using this source code in any fashion, you are agreeing to be bound 
+ # This source code is subject to terms and conditions of the Apache License, Version 2.0. A
+ # copy of the license can be found in the License.html file at the root of this distribution. If
+ # you cannot locate the Apache License, Version 2.0, please send an email to
+ # vspython@microsoft.com. By using this source code in any fashion, you are agreeing to be bound
  # by the terms of the Apache License, Version 2.0.
  #
  # You must not remove this notice, or any other, from this software.
@@ -18,83 +18,192 @@ import shutil
 import sys
 import tarfile
 import tempfile
-try:
-    from urllib.request import urlretrieve
-except ImportError:
-    from urllib import urlretrieve
-
-if sys.version_info[0:2] < (2, 5):
-    print('Python versions earlier than 2.5 are not supported by PTVS.')
-    sys.exit(-1)
-elif sys.version_info[0:2] == (2, 5):
-    SETUPTOOLS_SOURCE = 'https://go.microsoft.com/fwlink/?LinkId=317602'
-    PIP_SOURCE = 'https://go.microsoft.com/fwlink/?LinkId=313647'
-else:
-    SETUPTOOLS_SOURCE = 'https://go.microsoft.com/fwlink/?LinkId=317603'
-    PIP_SOURCE = 'https://go.microsoft.com/fwlink/?LinkId=317604'
 
-setuptools_temp_dir = tempfile.mkdtemp('-setuptools', 'ptvs-')
-pip_temp_dir = tempfile.mkdtemp('-pip', 'ptvs-')
-cwd = os.getcwd()
+MAJOR_VERSION = sys.version_info[:2]
+EXECUTABLE = [sys.executable]
+if sys.platform == 'cli' and hasattr(sys, '_getframe'):
+    EXECUTABLE.append('-X:Frames')
 
-try:
-    os.chdir(setuptools_temp_dir)
-    print('Downloading setuptools from ' + SETUPTOOLS_SOURCE)
-    sys.stdout.flush()
-    if os.path.exists('setuptools.tar.gz'):
-        setuptools_package = 'setuptools.tar.gz'
-    else:
-        setuptools_package, _ = urlretrieve(SETUPTOOLS_SOURCE, 'setuptools.tar.gz')
+if MAJOR_VERSION == (3, 1):
+    from urllib.request import urlopen
+    def urlretrieve(url, filename):
+        fobj = None
+        uobj = urlopen(url)
+        try:
+            fobj = open(filename, 'wb')
+            fobj.write(uobj.readall())
+        finally:
+            uobj.close()
+            if fobj:
+                fobj.close()
+        return filename, None
+else:
+    try:
+        from urllib.request import urlretrieve
+    except ImportError:
+        from urllib import urlretrieve
+
+def install_from_source(setuptools_source, pip_source):
+    setuptools_temp_dir = tempfile.mkdtemp('-setuptools', 'ptvs-')
+    pip_temp_dir = tempfile.mkdtemp('-pip', 'ptvs-')
+    cwd = os.getcwd()
 
-    package = tarfile.open(setuptools_package)
     try:
-        safe_members = [m for m in package.getmembers() if not m.name.startswith(('..', '\\\\'))]
-        package.extractall(setuptools_temp_dir, members=safe_members)
+        os.chdir(setuptools_temp_dir)
+        print('Downloading setuptools from ' + setuptools_source)
+        sys.stdout.flush()
+        setuptools_package, _ = urlretrieve(setuptools_source, 'setuptools.tar.gz')
+
+        package = tarfile.open(setuptools_package)
+        try:
+            safe_members = [m for m in package.getmembers() if not m.name.startswith(('..', '\\\\'))]
+            package.extractall(setuptools_temp_dir, members=safe_members)
+        finally:
+            package.close()
+
+        extracted_dirs = [d for d in os.listdir(setuptools_temp_dir) if os.path.exists(os.path.join(d, 'setup.py'))]
+        if not extracted_dirs:
+            raise OSError("Failed to find setuptools's setup.py")
+        extracted_dir = extracted_dirs[0]
+
+        print('\\nInstalling from ' + extracted_dir)
+        sys.stdout.flush()
+        os.chdir(extracted_dir)
+        subprocess.check_call(
+            EXECUTABLE + ['setup.py', 'install', '--single-version-externally-managed', '--record', 'setuptools.txt']
+        )
+
+        os.chdir(pip_temp_dir)
+        print('Downloading pip from ' + pip_source)
+        sys.stdout.flush()
+        pip_package, _ = urlretrieve(pip_source, 'pip.tar.gz')
+
+        package = tarfile.open(pip_package)
+        try:
+            safe_members = [m for m in package.getmembers() if not m.name.startswith(('..', '\\\\'))]
+            package.extractall(pip_temp_dir, members=safe_members)
+        finally:
+            package.close()
+
+        extracted_dirs = [d for d in os.listdir(pip_temp_dir) if os.path.exists(os.path.join(d, 'setup.py'))]
+        if not extracted_dirs:
+            raise OSError("Failed to find pip's setup.py")
+        extracted_dir = extracted_dirs[0]
+
+        print('\\nInstalling from ' + extracted_dir)
+        sys.stdout.flush()
+        os.chdir(extracted_dir)
+        subprocess.check_call(
+            EXECUTABLE + ['setup.py', 'install', '--single-version-externally-managed', '--record', 'pip.txt']
+        )
+
+        print('\\nInstallation Complete')
+        sys.stdout.flush()
     finally:
-        package.close()
+        os.chdir(cwd)
+        shutil.rmtree(setuptools_temp_dir, ignore_errors=True)
+        shutil.rmtree(pip_temp_dir, ignore_errors=True)
+
+def install_from_pip(getpip_url):
+    pip_temp_dir = tempfile.mkdtemp('-pip', 'ptvs-')
+
+    try:
+        print('Downloading pip from ' + getpip_url)
+        sys.stdout.flush()
+        pip_script, _ = urlretrieve(getpip_url, os.path.join(pip_temp_dir, 'get-pip.py'))
+
+        print('\\nInstalling from ' + pip_script)
+        sys.stdout.flush()
+
+        subprocess.check_call(EXECUTABLE + [pip_script])
 
-    extracted_dirs = [d for d in os.listdir(setuptools_temp_dir) if os.path.exists(os.path.join(d, 'setup.py'))]
-    if not extracted_dirs:
-        raise OSError("Failed to find setuptools's setup.py")
-    extracted_dir = extracted_dirs[0]
+        print('\\nInstallation Complete')
+        sys.stdout.flush()
+    finally:
+        shutil.rmtree(pip_temp_dir, ignore_errors=True)
 
-    print('\\nInstalling from ' + extracted_dir)
+def install_from_ensurepip(ensurepip):
+    print('Installing with ensurepip')
     sys.stdout.flush()
-    os.chdir(extracted_dir)
-    subprocess.check_call([sys.executable, 'setup.py', 'install'])
 
-    os.chdir(pip_temp_dir)
-    print('Downloading pip from ' + PIP_SOURCE)
+    # We can bootstrap with ensurepip, but then have to upgrade to the latest
+    ensurepip.bootstrap(upgrade=True, default_pip=True)
+
+    subprocess.check_call(
+        EXECUTABLE + ["-m", "pip", "install", "-U", "pip", "setuptools", "wheel"]
+    )
+
+    print('\\nInstallation Complete')
     sys.stdout.flush()
-    if os.path.exists('pip.tar.gz'):
-        pip_package = 'pip.tar.gz'
+
+def main():
+    try:
+        import ensurepip
+    except ImportError:
+        pass
     else:
-        pip_package, _ = urlretrieve(PIP_SOURCE, 'pip.tar.gz')
+        try:
+            install_from_ensurepip(ensurepip)
+            return
+        except Exception:
+            if sys.platform == 'cli':
+                print('\\nFailed to upgrade pip, which is probably because of IronPython. Leaving the earlier version.')
+                return
+            print("\\nFailed to upgrade pip, which probably indicates that it isn't installed properly.")
+
+    if MAJOR_VERSION < (2, 5):
+        print('Python versions earlier than 2.5 are not supported by PTVS.')
+        return -1
+
+    if MAJOR_VERSION == (3, 0):
+        print('Python 3.0 is not supported by pip and setuptools')
+        return -2
+
+    if MAJOR_VERSION == (2, 5):
+        install_from_source(
+            'http://go.microsoft.com/fwlink/?LinkId=317602',
+            'http://go.microsoft.com/fwlink/?LinkId=313647',
+        )
+        return
+
+    if MAJOR_VERSION == (3, 1):
+        install_from_source(
+            'http://go.microsoft.com/fwlink/?LinkId=616616',
+            'http://go.microsoft.com/fwlink/?LinkID=616614',
+        )
+        return
 
-    package = tarfile.open(pip_package)
     try:
-        safe_members = [m for m in package.getmembers() if not m.name.startswith(('..', '\\\\'))]
-        package.extractall(pip_temp_dir, members=safe_members)
-    finally:
-        package.close()
+        install_from_pip('https://go.microsoft.com/fwlink/?LinkId=616663')
+    except Exception:
+        pass
+    else:
+        return
 
-    extracted_dirs = [d for d in os.listdir(pip_temp_dir) if os.path.exists(os.path.join(d, 'setup.py'))]
-    if not extracted_dirs:
-        raise OSError("Failed to find pip's setup.py")
-    extracted_dir = extracted_dirs[0]
+    print('\\nFailed to install. Attempting direct download.')
+    install_from_source(
+        'http://go.microsoft.com/fwlink/?LinkId=317603',
+        'http://go.microsoft.com/fwlink/?LinkId=317604',
+    )
 
-    print('\\nInstalling from ' + extracted_dir)
+def _restart_with_x_frames():
+    if '--no-ipy-restart' in sys.argv:
+        print('-X:Frames failed to add _getframe method. Aborting')
+        return -3
+    print('Restarting IronPython with -X:Frames')
     sys.stdout.flush()
-    os.chdir(extracted_dir)
-    subprocess.check_call([sys.executable, 'setup.py', 'install'])
+    return subprocess.call([sys.executable, '-X:Frames', __file__, '--no-ipy-restart'])
+
+if __name__ == '__main__':
+    if sys.platform == 'cli' and not hasattr(sys, '_getframe'):
+        sys.exit(_restart_with_x_frames())
 
-    print('\\nInstallation Complete')
-    sys.stdout.flush()
-finally:
     try:
-        os.chdir(cwd)
-        shutil.rmtree(setuptools_temp_dir)
-        shutil.rmtree(pip_temp_dir)
-    except:
-        # Don't report errors deleting temporary files
+        import pip
+    except ImportError:
         pass
+    else:
+        print('pip is already available.')
+        sys.exit(0)
+
+    sys.exit(int(main() or 0))

['Python/Product/PythonTools/pip_downloader.py']