easy_install - allows installing from exe
easy_install does install from exe installers, if they are available. pip does not install from exe, so in case of C/C++ packages, easy_install is often the way to install.
making pip to install binaries
pip is supporting installation from wheel format.
In case you have a wheel on pypi or another index server you use, allow pip to use wheels (--use-wheels). Latest version of pip is using wheel format by default, older ones required setting --use-wheel switch.
building wheels
You can either build (compile) wheels, or you can convert eggs or exe installers to wheels.
For this, use wheel command.
Serving packages in wheel format
Some packages (e.g. lxml) do not provide wheels on pypi server. If you want to use them, you have to manage your own index. Easiest one is to use dedicated directory and pip configured with --find-links pointing there.
See SO answer to caching packages for more tips and details.
Very good alternative is devpi index server, which is easy to set up, has very good workflow and will integrate with your pip very well.