TST7337: Fix test failures on windows.

closes #7337

Use dateutil.tz.tzutc() to construct UTC timezone instead of dateutil.tz.gettz('UTC')
Update docs to reflect this.
Tidy up examples in the timezones section of the docs.
ok, maybe also need some kind of raising if you try to mix pytz/dateutil in a creation, e.g.

``DatetimeIndex([Timestamp('20130101',tz='Europe/London'),Timestamp('20130102',tz='dateutil/Europe/London')])`` should raise loudly