Fix up Markdown formatting
Avoid unnecessary garbage cycle; make socksocket._proxy_negotiators private

The garbage cycle can trigger a minor bug in Python 3.4: Issue 21049, “Flood
of ‘ImportWarning: sys.meta_path is empty’ after exception with socket
subclass”.
Python 2.6 and 3.0 not supported

Implicit format field numbering, "{}".format(), needs 2.7 or 3.1.
Clarify and complete parts of documentation

* Error description does not come from the server
* Missing arguments in docstring