Although the pip system should make installing python modules easy, sometimes I wonder! I suppose all the horrible things about installing with python boil down to it having to work on 'any' operating system but among all the pip-Xyz, distutils, easy_install, various egg related things and setup.py install it's quite hard to figure out what's supposed to be happening!
For a python only package like this (i.e. I don't think pytz needs anything to be compiled) the main objective is to get the source files into /usr/local/lib/python2.7/dist-packages/ (or .../python3.2/.. etc) after doing that using 'import pytz' will work as the dist-packages path will be in the python{3} path accordingly.
If the pip-3.2 install hasn't worked properly you could try pip-3.2 uninstall and doing it again which sometimes works. If you've got the egg file there you could try going to the relevant directory and $ easy_install pytz-2013.9-py3.2.egg Or you could download pytz-2013.9.tar.gz from
https://pypi.python.org/pypi/pytz/#downloads expand it on your pi, go to the directory with setup.py in then run $ python3 setup.py install