Touch up the connection retry code.

- Move retry description comments from #execute to
#execute_with_consistency.
- More paranoid check for max_retries.
- Re-order retry steps so that if max_retries == 0, we make no attempt
to recover.
Hmm, I still don't really see the upside to *not* clearing the active connections—if we see one of these errors, the active connection(s) are pretty much guaranteed to be toast.