Remove SNI warnings, add necessary dependencies

SNI can be done quite easily with a bunch of new dependencies.
But a word of warning, all these dependencies installed easily
on my machine, a development machine with ubuntu 14.04.
I don't know if this will be true for other distributions,
or machines not being used heavily for development
How very very stupid of me. That was NOT a conditional import
Add documentation why these extras exist

I wanted to remove the pyOpenSSL dependency
as it is a requirement of ndg.httpsclient anyway.
But now I reference to the extras section of
requests that would provide the same functionality,
referencing to this extra but requiring different
packages would be confusing.
Merge pull request #14 from do3cc/SNI

 Remove SNI warnings, add necessary dependencies for py<3.2