python setup.py install without sudo
Use the parameter --user to specify your home directory:
python setup.py install --user
Ok, so I f***ed up so much:
After using sudo, package files were created in the location of my setup.py and they had lock icon (system files because of sudo) and I could no longer install program without sudo.
My solution was to sudo rm -r all of the previously created locked files in program directory and those near python directory, and just install my program without sudo using --user or virtualenv.