Convention for adding .pc files for pkg-config

Apparently it installed in /usr/local/lib which is a non-standard place?

It's a standard place, but sometimes systems are configured presuming that you are not going to build-install anything, and so it is left out of the linker cache path.

Where and how do I install my C libs? (Perhaps the same place yum installs them?)

That is generally a bad idea, esp. if there are potentially distro packages -- now, or down the line -- that conflict. Stick with /usr/local.

Check to see if /usr/local/lib is in ld.so.cache by running ldconfig -v 2>&1 | grep /usr/local. If you don't get any output, create a file /etc/ld.so.conf.d/local.conf with one line:

/usr/local/lib

Run that ldconfig line again and this time you should see it. You need to run ldconfig every time you build and install a library from source.

I can't manage to compile a simple program that uses this library

Because you have to pass the pkg-config parameters to the compiler. First, you need to find the actual gsl.pc.

find /usr/local -name gsl.pc

I think it is more likely in /usr/local/lib/pkgconfig, and not /usr/local/pkgconfig as you say. Try pkg-config --list-all | grep gsl and see if it's found. If not export PKG_CONFIG_PATH=/usr/local/lib/pkgconfig:$PKG_CONFIG_PATH (or whatever the directory with gsl.pc is) and try again. When you get that right, you may want to add it somewhere in, e.g., /etc/profile.d.

Now, to actually compile:

gcc gsl_erf.c -o gsl `pkg-config --libs --cflags gsl`

You don't need to include -I and -L yourself; that's what pkg-config is for, although all you were likely missing before was -lgsl.

Stuff in /usr/local usually supersedes stuff in /usr, so I'm a bit confused as to why you would install libraries there to have a "a nice custom distro", but then not want to compile against them. Those are the libraries the system will use actually use.

Anyway, man pkg-config claims the base search path:

is libdir/pkgconfig:datadir/pkgconfig where libdir is the libdir for pkg-config and datadir is the datadir for pkg-config when it was installed.

This implies they are compiled in. I notice it is different on ubuntu than fedora -- the former is long and inclusive, whereas the latter is short and exclusive; on fedora I have to set a $PKG_CONFIG_PATH to include /usr/local.

Since paths in $PKG_CONFIG_PATH are checked first, you could just set:

PKG_CONFIG_PATH=/usr/lib/i386-linux-gnu/pkgconfig:/usr/lib/pkgconfig:/usr/share/pkgconfig

The fact that these are at the end of the built-in paths won't matter; if the check makes it to there without finding anything, there's nothing to be found.

To demonstrate how this works, create a temporary directory /opt/bs/pkg and copy a .pc file from one of the directories in the default path into it -- e.g., alsa.pc. First check;

> pkg-config --libs alsa
-lasound

Now go into /opt/bs/pkg/alsa.pc and change -lasound (it's in the Libs: field) to -foobar. Set $PKG_CONFIG_PATH and try again:

> PKG_CONFIG_PATH=/opt/bs/pkg pkg-config --libs alsa
-foobar

Eureka, $PKG_CONFIG_PATH has overridden the built-in paths...you can delete /opt/bs/pkg, of course.