Changing the default index URL to use HTTPS.
Added certificate validation against root CA file.

Credits to Joseph Turner for this code:

http://thejosephturner.com/blog/2011/03/19/https-certificate-verification-in-python-with-urllib2/

And also to Kenneth Reitz for the CA dump (with addition of
CAcert.org chain because that's what PyPI uses).

Which, combined with pip, enables us to go a step towards
validated SSL and reducing the impact of MITM attacks.