EEG/CSP/BCI example

Issue #1232
The example uses data from here: http://www.physionet.org/physiobank/database/eegmmidb/
A crude downloader is included, but implementing a proper one could be a project for the coding sprint?

I don't know how to get MNE topomaps to work, so I simply used scot/eegtopo for now.

Some experimental or redundant parts of the code were left as comments for now.
Actually `Raw` can actually directly accept multiple filenames, no?