Add linkchecker to build_sphinx test on travis-ci

Sphinx doesn't warn on a few cases with broken HTML internal links in the docs (not sure why).

These are fixed here and `linkchecker` is run on travis-ci (as e.g. [matplotlib does as well](https://github.com/matplotlib/matplotlib/blob/master/.travis.yml)), for internal links only so that will *not* cause any test failures if external webpages are down.
I think instead we should exclude `astropy.wcs._wcs` from the module index.  I'll have to see if there's a way to do that (and if not, then add it).