CLN: Better exceptions and tests for core/frame

CLN: Big simplification of test_frame
TST: Add test cases for bad input, etc.
CLN: Exceptions that shouldn't happen should be assertions (mostly _apply*)
CLN/TST: Right Exceptions + remove duplicate tests

A few tests were duplicating the same thing or actually just the same
test, those have been refactored or removed. Many tests were changed to
specify the Exception they were looking for (and also to use the new
`with_statement` format for assertRaises, etc.)

CLN: Harmonize SparseDF and DF Exceptions
ENH: SparseDF apply now accepts axis='columns'