Check more errors

Caught by errcheck. All remaining errcheck warnings have been audited and are
harmless (mostly because Broker.Open returns such a limited set of errors).
prod: minor simplification

Exactly logically equivalent, no functional change.
prod: explicitly log every state change

I worked out the formal state machines of the relevant goroutines and stuck a
log message in at every state change. This should help with debugging #179.

The logs should still only trigger on broker rebalance or super-heavy traffic,
so normal operation should be quiet.