Add some safeguards to warn misconfigured clients

I added some small changes to help with possible configuration mishaps that
aren't so-freaking-obvious to pick up as the HTTP cache has a lot of small
moving parts that are abstracted inside the stack.

* [x] All documentation has the `store` option now.
* [x] Unsupported options will raise errors.
* [x] Usage of the `MemoryStore` will be logged if the `logger` is present.