Add declaration of encoding.
Reorder imports to follow PEP-8.
Remove misleading or redundant comments.
Semi-automated run of PythonTidy for consistency.

In particular, some potential errors that could bite us in the form of
Heisenbugs were (hopefully) eliminated, mostly related to indentation, as
shown in the following diagnostics:

    pep8 coursera_dl.py | grep -i indent | cut -d ":" -f 4 | sort | uniq -c

      1  E101 indentation contains mixed spaces and tabs
    176  E111 indentation is not a multiple of four
      1  W191 indentation contains tabs

Also, we had places where the indentation was of 2 characters, while some
others were of 2 characters.

This hopefully fixes the situation.