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`