Actually, it might be good to have the stuff in `initialize_options` but only if you  *also* add the `user_options` and `boolean_options` class attributes that are in `AstropyBuildSphinx`.  As it is right now, if I have sphinx installed, something like: ``python setup.py build_sphinx`` and (e.g.)  ``python setup.py build_sphinx --remote-data`` work fine, and if I *don't* have sphinx, ``python setup.py build_sphinx`` gives the correct error message about sphinx being missing.  However, if I don't have sphinx and do ``python setup.py build_sphinx --remote-data``, it fails with a message about ``--remote-data`` being an invalid otion.