The PECL python package hasn't been updated in over 3 years and it is still in alpha in the last release. What that error is resulting from is a hardcoded test in the config files that looks for Python.h in /usr/include/python2.5/ and /usr/local/include/python2.5/. You can remedy this by installing the 2.5 dev package:
apt-get install python2.5-dev
It still didn't compile completely for me, though. There are errors in the PECL python package's python_handlers.c which fail to complete when pecl runs make.