Cleanups and fixes

Here are some miscellaneous changes I made:

* Fix Markdown formatting in readme
* Avoid garbage cycle, triggering minor Python 3.4 bug: https://bugs.python.org/issue21049
* Document that Python 2.6 isn’t gonna work (unless you want to fix up the `"{}".format()` syntax)
* Use “python2” rather than plain “python” in the test suite, otherwise Python 3 gets invoked on Arch Linux
* Remove some /dev/null redirection in test suite so you can see if something goes wrong
* Fix for “proxy_sockname” being left in 4-byte encoded form for SOCKS5