So, for anyone like me who wanted to install it with pip, but has Python 2.7 as their default (and doesn't want to change for fear of breaking things), do the following (on a Debian based system):

curl -O https://raw.githubusercontent.com/pypa/pip/master/contrib/ge...

sudo python3.4 get-pip.py

sudo mv /usr/local/bin/pip /usr/local/bin/pip3 # optional, adjust line below if ommited

sudo pip3 install xonsh

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then:

chsh -s /usr/local/bin/xonsh <yourusername>

EDIT: Just realized I forgot a step. You have to edit /etc/shells to add /usr/local/bin/xonsh to change your shell to it using chsh.