Fix-up logic for checking for zero-d arrays.
TST: Add a test for ndindex call.
Merge pull request #2940 from ContinuumIO/ndindex_fix_more

BUG: Fix logic in ndindex to match __init__ method.   Fixes bug in ndindex((3,))
REF: make the separate compilation env handling a tad simpler.
FEAT: use separate build by default.
DOC: mention the change of default for separate compilation.