...in order to accomodate Cygwin implementation.

Doing "make install" before any test is slow and not really necessary.
Instead do "make build", and remove the part import setuptools and test
psutil can be imported (do that in make install instead).
This way I went down from 0.8 secs (install phase before starting the test) to 0.3 secs!

Test files/dirs are now removed after each test. when invoked via self.get_testfn().
Until now test files were stored in a global variable and were removed at process exit, via atexit.register(), but this didn't work with parallel tests because the fork()ed workers use os._exit(0), preventing cleanup functions to run.
All test classes now inherit from PsutilTestCase class, which provides the most important methods requiring an automatic cleanup (get_test_subprocess() and others).