Session CookieJar

Suggested solution for #1488

Allows for code such as:

```python
#!/usr/bin/env python
import requests
import cookielib
c = cookielib.LWPCookieJar(filename="test.cookies")
s = requests.Session(cookiejar=c)
r = s.get("http://www.reprap.no/")
c.save()
```