Refine Makefile

### Motivation
Split the big `checkstyle.sh` script into many small and self-contained scripts that can be run independently, directly from `Makefile`. Thus, it is less likely that an important check will be accidentally deactivated (ref: #870).

### Changelog
* Split `checkstyle.sh` into 4 independent check files.
* Install the checks as `Makefile` targets.
* Install some nice error reporting in case of failure.
* Restrict `nosetest` to files inside the `test` folder.
* Delete redundant `database` file.

### Usage
You can still do `./scripts/checkstyle.sh` but `make check` is shorter and `zsh` can autocomplete it for you. Isn't that sweet?