[FIX] Move logging to stderr like it should

The default behavior of Python's logging is to put the log to stderr.
There is no reason we use especially stdout for that.

@KangOl @mart-e 
They're the same, really. The other one is just the fallback when the user/config asked for a logfile and that didn't work.

Could probably be unified by initialising the default `handler` variable to a `StreamHandler` at the top, and then trying to replace it by most specific handlers if asked.