No module named 'osgeo'
This sounds like you have multiple python installations, and GDAL is installed on one and not the other.
Try the following (which I have based upon this). Create a text file within your python installation site packages folder C:\Python27\Lib\site-packages
called usrlocal.pth
. In this text file insert one line giving the path to your second python installation site packages folder which features the GDAL install, for example:
C:\OSGeo4W\apps\Python27\Lib\site-packages
Got the same problem. I fixed ir by installing python-gdal using synaptic with my Debian Jessie
Try this,
pip install --global-option=build_ext --global-option="-I/usr/include/gdal" GDAL==`gdal-config --version`