mssql: add support for a user supplied msghandler

As things stand, it is impossible to gain access to messages emitted
from the server from a stored proc. Add support in _mssql for providing
your own msghandler (which gets executed from pymssql's msghandler).
Initial support for connection to the Azure service.

Implement it by sending the name of the DB in the LOGINREC structure
passed to dbopen().

A 'azure' boolean argument is added to _mssql.connect() (and
_mssql.MSSQLConnection.__init__()) and to pymssql.connect().

Support by FreeTDS is already available since version 0.91

Credit goes to author of TinyTDS Ken Collins and collaborators
because this is heavily inspired by the Azure support there.
Typo and unused code.
pymssql.pyx: Actually pass the azure flag to _mssql.
Python 3 compatibility.
Variation in strategy: Always set the DB name when calling dbopen().
Update test case to the new behavior.
Add docs modifications.
Assume availability of DBSETLDBNAME() (FreeTDS >= 0.91).
setup.py: Use absolute file paths consistently.
setup.py: Simplify vars init.
setup.py: Fix docstring of a custom command.
setup.py: Remove unused vars.
Merge pull request #199 from pymssql/setuppy-cleanup

setup.py cleanup
add paragraph warning about concurrent queries
Revert "Assume availability of DBSETLDBNAME() (FreeTDS >= 0.91)."

This reverts commit e174a51d470ea06212e9cec7d341ff56c2e9d66a.
Undo partially docs changes from 0a0d3edb19.
docs: Add notes re: minimum FreeTDS version when connecting to Azure.
Merge pull request #197 from pymssql/variant-azure

Support SQL Azure
Docs: Remove some duplicate and redundant content. [skip ci]

- We had two documents titled 'introduction'
- Weird wording in first paragraph
- Two 'See also' sections with similar contents.