Factor out HTTP(S)Connection -> ConnectionCls, and cleanup.

Also removed the need to None-ify global `ssl` module in tests.

This should address #253 for now. @HonzaKral, thoughts?

Also, @kevinburke, can you comment on the lines I commented out in `test/with_dummyserver/test_https.py`? Ctrl+f "kevinburke". :)