Work toward Python 3.4 support and testing

Change-Id: Ie213bec8d12e277d8c3d18ccc127831004d710a9
Stop creating extraneous directories

Cannot help streamlining the code a bit, sorry. But the meat is that
we should not try to make directories if output path is explicit.

Previously we created directories using the URL path, which is
obviously wrong if explicit output file is supplied... unless
a crafty user supplied the same path with -o that is contained
in the URL path. If anyone was doing such tricks, it's not going
to work anymore (we are forcing a regression for the sake of
theoretical correctness here).

Fixes bug: 1369546

Change-Id: Ifce31f2ba233eb55550f3810348bf16bf2447d62