[MRG] Make storing stop words optional

Fixes #4032 

~~- [x] Add `store_stop_words` parameter to exclude `stop_words_` from getting stored~~
~~- [x] Tests for `store_stop_words`~~
- [x] Tests to make sure excluding `stop_words_` does not affect pickling / unpicking

@jnothman @amueller Please take a look...
If we recommend to do so to users, that is.