I guess we need to edit the default settings to check if xlsxwriter or openpyxl is installed.  Not sure if we could neaten this up with some importlib magic or something...

i.e.: 
```python
xlsx_set = False
try:
    import xlsxwriter
    if not xlsx_set:
        set_option('io.excel.xlsx.writer', 'xlsxwriter')
        xlsx_set = True
except ImportError:
    pass
try:
    import openpyxl
    if not xlsx_set:
        set_option('io.excel.xlsx.writer', 'openpyxl')
        xlsx_set = True
except ImportError:
    pass
    # etc
```

And we can decide on order later.  I think only openpyxl supports `.xlsm` files. It also may be the case that xlwt supports xlsx files.  If so, it would be trivial to add it here.