Occasionally I run into comments or responses that state emphatically that running pip under sudo is "wrong" or "bad", but there are cases (including the way I have a bunch of tools set up) where it is either much simpler, or even necessary to run it that way.
What are the risks associated with running pip under sudo?
When you run pip with sudo, you run setup.py with sudo. In other words, you run arbitrary Python code from the Internet as root. If someone puts up a malicious project on PyPI and you install it, you give an attacker root access to your machine. Prior to some recent fixes to pip and PyPI, an attacker could also run a man in the middle attack to inject their code when you download a trustworthy project.