Local to Remote API change

This PR changes all instances of `local` & `Local` etc. in the project to `remote` & `Remote`.

This is to conform more with the feel of IPython's API which refers to things occuring on the engines as `remote`. We have previously referred to this as `local`. 

This PR would need to be merged soon since it has many small changes. However it can be easily rebased later with the `sed` commands in the 241588e commit message.