BUG: Warn when dtypes differ in between chunks in csv parser

Closes #3866

I've identified the problem and can give the user a warning. There are two options as I see it:

1) Stick with the warning and let the user specify a type on import.
2) Use numpy functions to fix the bad chunks:

    common_type = np.find_common_type(dtypes)
    <convert all chunks to common type>

Thoughts?