Make Theano use the good path on Windows with Canopy installed for all users.

fix gh-1609
Remove bad info in the doc. Those attribute don't exist.
Remove the use of the deprecated string PROFILE_MODE.

And a few cases of DEBUG_MODE, not all of them.
Mark ProfileMode as deprecated at many places
Fix a link.
Add documentation of the new profiler.

fix gh-1420
Make optimization faster in debugmode.

We already disable the stack_trace_on_call in normal compilation.
Better error message.
Fix typo in var name that isn't used.
Doc fixes following code review.
Always use the same writting.
small rewrite.
Remove duplicate doc.
Merge pull request #1632 from nouiz/canopy

Make Theano use the proper path on Windows with Canopy installed for all users.
Mark ProfileMode as deprecated in the docs and document config.profile.