Replace `make` stuff to python stuff

This PR was created to simplify #1579 . Its objective is remove `make` stuff as the repository will be fully pythonic. 

Detailed changes in logic order:
- Remotion of custom targes from CMakeLists.txt
- Readme updated with python instructions

CC: @oxtopus @rhyolight @scottpurdy 
Previously we recommended this:

```
./run_tests.sh ...
```

If you want to switch to `run_tests.py` then perhaps we should remove `run_tests.sh`. Eventually I think we should remove all of the test runners and in the README recommend `py.test ...` instead since that gives people the most flexibility (and they could use nose or whatever their preferred test runner is).