Adding python-futures to third_party

Download source: https://pythonfutures.googlecode.com/archive/05e0c9c1b3d493f0c7e5833723a1ea99d024bad4.zip
Ensuring we are serializing real Python objects

Trying to json.dump Vim dictionaries fails.
Ensuring the temp dir exists before returning it
Prefixing clang version with "Clang version"

It's easier to know what that magic string is actually referring to.