Make union/except/intersect chainable as SelectManager

Fixes #118.

This is the same as #239, but against master instead of 4-0-stable. It would be really nice to get this in so we don't need to keep freshening it! Or if there's a reason it isn't being merged, feedback would be great.
Seems like a good call to me. It isn't mutated anywhere and there are no tests suggesting it should be able to be.