Make possible to use multiple hosts/db's keeping the documented syntax

Hi!,

I was trying to use the half documented method to use separate collections on several databases but is wasn't working. 

I've done some changes to make it work building several clients/connections and make also possible to use one by default and other/s for one or several collections.

I've also updated docs and added one test.

Please review this patch and let me know if you have any different preference for multi-client support :-)