native_dialog: Delete unnecessary include.

This had broke compilation with Mesa gl.h header.
Cleanup logging subsystem with Allegro. Initial patch by muhkuh.
x11: Close second X11 display connection on shutdown.

We have two X11 display connections, but we used to only close one on
shutdown.  At the time (2008), doing so would crash the process,
but it no longer does on my current machine/distribution (Slackware 14.0).

Not closing the second connection causes a BadAlloc error from
glXCreateWindow if we try to create a new display after shutting down
then reinitialising Allegro.
(only if using FBConfigs, aka config_selection=new)
font: Suppress bogus uninitialised variable warning from gcc 4.4.

Newer gcc doesn't warn about this any more.