I have a server, onto which I want to use Python, that is behind a company firewall. I do not want to mess with it and the only thing I can do is to make a firewall exception for specific URL/domains.
I also want to access packages located on PYPI, using pip or easy_install. Therefore, do you know which URL should I ask to be listed in the exception rules for the firewall, except *.pypi.python.org?
You need to open up your firewall to the download locations of any package you need to install.
Note that the download location is not necessarily on PyPI. The Python package index is a metadata service, one that happens to also provide storage for the indexed packages. As such, not all packages indexed on PyPI are actually downloaded from PyPI, the download location could be anywhere on the internet.
I'd say you start with opening
pypi.python.org, then as individual package installions fail, check their PyPI page and add the download location listed for those.