RFC CLI Tool Proposal

## Introduction
Other OSS projects such as `scipy` and `numpy` have made use of development CLI tools such as `runtests.py` and `dev.py` to provide a collected and singular entry point into development tasks for contributors. I find these tools very helpful personally, and think they add a large amount of value, especially for onboarding new contributors. Recently Pandas has also begun discussion and implementation of their own development CLI tool. @noatamir has made a great writeup on some of the benefits and justifications for such a tool (see: https://github.com/pandas-dev/pandas/issues/47700). I highly recommend taking the time to read their writeup. 

Some of the benefits of such a tool include:
1. Increased discoverability of tools, decreasing time spent jumping around documentation. This is especially helpful for those who may not read every single word of documentation (such is my bad habit 😅).
2. Consistency for CI and development. We can establish a 1-1 between CI checks and `dev.py` commands, e.g. `dev.py lint` which could then impose both `black` and `isort` (cf. https://github.com/scikit-learn/scikit-learn/issues/22853)
3. Ease of installation. Users could install whatever dependencies are necessary depending on what workflow they want enabled. A call to `dev.py doc build` could check for the presence of the necessary dependencies and install if needed (or optionally prompt).
4. Reduced barrier to entry. Quite frankly, having to run various commands for tasks, anywhere from linting to building C sources, can be overwhelming, especially to new developers.

Recently `scipy` explored a new solution for developing a unified development CLI tool (cf. https://github.com/scipy/scipy/issues/15489) based on [`do.it`](https://pydoit.org/). Pandas is also exploring a `do.it` based [solution](https://github.com/pandas-dev/pandas/issues/47700). There's been good feedback on this framework and I would propose the same.

## Encompassed Actions
Some actions which would be wrapped by such a development CLI include:
- Dependency installation (could be per-workflow)
- Testing
- Linting
- Extension building
- Documentation building
- Pre-commit installation

## Considerations
As with all things, the question is whether the benefits outweigh the maintenance cost. While projects like scipy with many complex workflows benefit the most from such a tool, personally I think anything to decrease the barrier to entry for scikit-learn development is worth considering.

If we do opt to build such a tool, we can make use of the work already done in scipy as well as the recently released separate [`dev.py` package](https://github.com/scientific-python/dev.py). Either way, the largest modification we'd need to make is alter the `build` command to use `setuptools` instead of `meson`, though that shouldn't be too problematic.

COMMENT:
> These things complicate stuff, quite substantially. I used to understand our CI, and I did it the first time I looked at them. But I haven't followed the recent changes to our CI, and now I have absolutely no clue how we update dependencies in our CI, where all those different lock files come from, and what the CI does; and I think adding this CLI to the CI would complicate things even more.

It's all in `build_tools/update_environments_and_lock_files.py` now.

Labels: RFC, workflow