Refactor dataset fetching

The first goal of this PR is to update the ADHD dataset fetching function. It uses the new preprocessing provided by Cameron Craddock's team which is lighter and well organized. It also load phenotypic data.

This PR also provides a new (and simpler) way to fetch datasets. I was not happy with the try/except scheme. I had that by my side for some time, I think this was the occasion to bring it into nilearn. Now making a dataset fetching function is as simple as listing tarballs and the file they contain.

This PR addresses issue #123. Haxby stimuli are fetchable.
This PR addresses issue #68. Region labels are returned when loading Harvard Oxford atlas (labels are duplicated with a right / left part when symmetry_split is True. I am not sure if I had pick the corresponding side, I'd like somebody to double check it).