How to uninstall a python program, packaged with distutils (setup.py)

So you have installed a program by running something like sudo setup.py install and want to remove it, without forgetting a file or mess with the system ?
It's simple in fact. Install checkinstall. And run sudo checkinstall python setup.py install to create a package for your system, and remove it with dpkg -r NAME_OF_PACKAGE.
Checkinstall is an handy tool, it replays the install procedure while inspecting what is being done, and creates a package doing the same thing. With uninstall.