[config] Fix pep8 for health_check

Follow guidlines from pep8 [0] with:

+ Maximum length (except for the module docstring)
+ Avoid from ... import * since it only uses cprint
+ Add relevant docstrings
+ Harmonize naming conventions
+ Specify class method when needed

Misc: Specify 'y' as the default option in the print_warning method.

[0] http://legacy.python.org/dev/peps/pep-0008/