ENH: dtype costumization on to_sql (GH8778)

This is the proposed general gist of the changes. My ad-hoc testing suggests that this might work. If this is an acceptible design, I will proceed to make the formal test and change the docs (including docstrings)

Closes #8778
We should raise an informative error message here. I think a ValueError is best, with some explanation about that the given type is not a SQLAlchemy type