Store Messaging Client config in file

The presence of this file is also used to determine if a node should run
in local client mode, or should contact a Broker.
Yeah, good idea. It sounds like `create-cluster` will have to block until the Client has got that list of Brokers, so it can actually write the file. After all its the existence of this file that tells `run` what to do. Of course, this whole operation should be really quick.

(As an aside, the more and more I code this, the more I feel it will be a better experience for the user if `create-cluster` and `join-cluster` don't exit. That is how https://consul.io/ works. But we can talk about that another day).