step 1 : install oracle client library

    url: http://www.oracle.com/technetwork/topics/linuxsoft-082809.html

   or search:  instant clients download for Linux x86

   download:    instantclient-basic-linux-version.zip   # choose your version !!!!

                       instantclient-sdk-linux-version.zip     # header files to compile cx_Oracle

  unzip them to one directory

step 2: config enviroment variables

    export ORACLE_HOME=/path/to/instantclient   # must

    config LD_LIBRARY_PATH ( i used it but failed, so i edit file /etc/ld.so.conf)

    after edit ld.so.conf file, you need run ldconfig (as root)

step 3: install cx_Oracle

  prepare: Python.h

           yum install python-devel or  apt-get install python-dev

 cause "/usr/bin/ld: cannot find -lclntsh", you need do this 

           cd $ORACLE_HOME

           ln -s libclntsh.so.version libclntsh.so # repalce version to right num

now you can do this:

        pip install cx_Oracle

Good Luck