The python sqlite3 docs have a warning[1], although mentions this is because of older version of sqlite.
I wasn't nuts about having multiple connections, hence I've ignored this advice somewhat by setting `check_same_thread=False`, and then adding the thread locks.

However, sqlite3 is supposed to be thread safe[2], and having removed the lock, I've not seen any issues in the tests.

The lock could be removed, and if people have any issues, can just put them back in?

[1]: http://docs.python.org/3.3/library/sqlite3.html#multithreading
[2]: http://www.sqlite.org/threadsafe.html