For windows users (as of December 2015):
conda install gdal
conda upgrade numpy
Installing gdal will downgrade numpy, so then upgrade it back up.
I recently had occasion to use windows for a change and I was pleasantly surprised that gdal "works" easily now.
Windows+python+gis people worldwide should be celebrating this. (that gdal-python goes in easily on windows...not that windows is one step closer to linux ;) )