[#1117] Remove setup db stuff from some new test classes

Only test classes that use the db (which should be few of them) need to
do things like cleaning and initing the db. This makes the tests much
faster.
[#1117] Always use `as context` when doing `with nose.tools.assert_raises`

It looks like `with nose.tools.assert_raises:` without the `as context`
doesn't work in Python 2.6. In commit 135c59b3de2d518643d94ea I thought
it was the other way round. Hopefully *this* fixes the tests with Python
2.6.