What is your Python version ? Starting at Python 2.5, all distutils-based installers add an egg-info file or folder alongside the packages it installs in your system.
If it's not present it could be a partial installation, or a bug. I would be interested in your feedback if you do investigate some more.
I did it on 2.6, but then I tried also on 2.5 and 2.4, and it happened the same. I looked in site-packages and didn't find a egg, but I don't know much about eggs so I don't know. The way I installed wxPython is from the standard Windows installer that I downloaded from wxpython.org. You can give it a try yourself, install using their installer (Assuming you have access to a Windows box) and do the require thing. If it works for you then there will be reason to think something is fucked up in my system, and I'll investigate.
Sure, that's helpfull. I am adding this in Distribute, for the 0.6.9 upcoming release.
Great :) Ram.