ENH: dtype costumization on to_sql (GH8778)

This is the proposed general gist of the changes. My ad-hoc testing suggests that this might work. If this is an acceptible design, I will proceed to make the formal test and change the docs (including docstrings)

Closes #8778
I don't think we should do this check here, as actually SQLite is very liberal in what it accepts as a type name (actually everything). So maybe we should just check that is has to be a string?