Fix the idp_conf.py / conf.py disagreement.

My guess is a file got renamed at some point w/o all.sh being updated
to reflect the change.
Make sp-wsgi/ layout agree with other examples.

idp2/, idp2_repoze/, and sp-repoze/ all agree that configs should be
{idp,sp}_conf.py, but sp-wsgi/ was the exception, calling its config
just conf.py.  Changed it to match the others, and updated all.sh
accordingly.
Change examples to bind to 127.0.0.1 by default.

Since the README already says to point a browser at localhost, it
was surprising to see the listeners bound to 0.0.0.0 by default.
Changed that and added notes in README about how to change it if
the user really wants to make a test listener accessible
externally.

Updated output messages during startup to include the bound IP,
to make this more obvious.

Added a missing EOL or two.