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I'll try to be clearer:
`./configure --help` states (at the end):
 Some influential environment variables:
 CC C compiler command
 CFLAGS C compiler flags
 LDFLAGS linker flags, e.g. -L<lib dir> if you have libraries in a
 nonstandard directory <lib dir>
 CPPFLAGS C/C++ preprocessor flags, e.g. -I<include dir> if you have
 headers in a nonstandard directory <include dir>
 CPP C preprocessor
 Use these variables to override the choices made by `configure' or
to help
 it to find libraries and programs with nonstandard names/locations.
What I've tried to do is compile Python with gprof, adding the -pg flag.
So I ran `CFLAGS=-pg ./configure`, the resulting Makefile did not
contained the -pg in the CFLAGS (or OPT) variables.
Using `make CFLAGS=XXX` will override the CFLAGS definition in the
Makefile, I just want to add to it.