Add some SSL certs for local testing.

Stolen with permission from @shazow.
Define the test server.

This is a useful way of testing things without having to actually spin
up a remote server. Instead, this spins up some local sockets and lets
me define expected behaviours on a test-by-test basis. Very neat. This
idea (and most of its implementation) stolen wholesale from @shazow in
his shazow/urllib3 module, with his kind permission.
First integration test.

Simple, just to confirm it works.