To deploy a site with Python/Django/MySQL I had to do these on the server (RedHat Linux):
Can the deployment process of django project be made easier?
No. You can script some of this, if you want. However, you're never going to install MySQL, MySQLPuthon, mod_wsgi (or mod_python), or Django again.
You will, however, tweak your application all the time.
Am I doing too much?
No. Python (and Django) are not part of Apache. PHP is embedded in Apache. PHP is exactly like mod_python (or mod_wsgi). Just one piece of the pie. (Apparently, some hosts handle the PHP installation for you, but don't handle the mod_wsgi or mod_python installation.)
Can some of the steps be omitted?
No. However, you only do it once.
What is the best way to deploy django site on a shared server?
You're doing it correctly.
When I deployed another site with php (using CodeIgniter) I had to do nothing
Certainly an unfair comparison. Apparently, they already installed PHP and the database for you. Nice of them.
Also, PHP is not Python. PHP is a plug-in to Apache. Python is "just" a programming language, that requires a separate plug-in to Apache (i.e., mod_python or mod_wsgi).
See How nicely does Python 'flow' with HTML as compared to PHP?