ENH: fast reads on large gzip files

Fixes #209
BUG: fix previous commit

Acutally use the opening logic
RF: put gzip chunk constant into module global

Allows user to set max chunk size.
Merge pull request #1 from matthew-brett/module-global-gzip

MRG: add module global to gzip as discussed
Merge pull request #210 from GaelVaroquaux/fast_gzip_read

MRG: fast reads on large gzip files

Fixes #209