ENH: Better progressbar when downloading data

Old implementation of the progressbar only updates every couple percent points.
With a multi-gigabyte download over a slow connection, it might appear that the
download is not making any progress.  Revamped the progressbar with a modified
version that provides percent complete (down to five decimal places) and a
spinner.  The extra detail makes it clear that progress is being made even over
slow connections.

The progressbar code is adapted from Neurobehavior's cns.io package
(bitbucket.org/bburan/neurobehavior).
BUG: PEP8 fixes
Stylistic changes to commit

* More descriptive parameters to ProgressBar
* Change ''' to """
* Added docstring examples
Merge pull request #545 from bburan-galenea/download-progress

ENH: Better progressbar when downloading data