Does site.cfg actually work?  I ask because I want to test numpy (and soon scipy) against ATLAS 3.7.13.  For simplicity I used the "make install" with that distribution, which puts the files in /usr/local/atlas/lib, /usr/local/atlas/include, and so on.  No problem, so I created a site.cfg in the numpy root directory with

[atlas]
library_dirs = /usr/local/atlas/lib
atlas_libs = lapack, blas, cblas, atlas
include_dirs = /usr/local/atlas/include/

The numpy build did not find atlas; the output of "python setup.py build" shows no sign of even having checked the listed directory above for the libraries.  Did I do something wrong?  Should site.cfg be in numpy/numpy/distutils instead?

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