BUG: Make Index, Int64Index and MI repr evalable

Only talking about Index, Int64Index and MultiIndex. Tseries indices
(like PeriodIndex and DatetimeIndex) are more complicated and could be
covered separately.
Merge pull request #5077 from jtratner/fix-mi-repr

BUG: Make Index, Int64Index and MI repr evalable
CLN: Fixups to exceptions in generic

Improved message and better exception types.