Fail fast when non-existent URL passed to docker build

This PR is to address issue talked in #115 
@smarterclayton @csrwng @mfojtik lemme know what do you think?

The other thing is, I'd like to extend our integration tests a little bit, as it was talked some time ago on IRC with possibility to test e.g. this as well. I'll working on it as well, unless told otherwise.
Unless we have good reason not to, I'd think it be good to include the --head option so we don't download things twice.