Categorical fixups

Some fixups for Categoricals.

Fixes: #3678 

* [x] Maybe change Series.cat after the discussion in https://github.com/pydata/pandas/issues/7207 ?
* [ ] remove Series.cat from tab completition if Series is not of dtype category
* [x] fix for the "FIXME" in unittests
* [x] Look at problems in docs (-> hdf support)
* [x] Fixup Comparison thingies...
Not sure what's better: to fail because of missing arguments when someone calls the 'astype()' interface with a signature as defined in the numpy docs or to ignore arguments (what's now happening). I can change that to `**kwargs` and issue a warning that these arguments are not understood?