BLD: get .pyx files in sdist output and Cython extensions to build well.

Also a much needed cleanup of setup.py
BLD: clean up setup.py further.
BLD: fix use of setuptools include_package_data.  Closes gh-1606.
MAINT: remove empty setup.cfg file.
MAINT: remove unneeded lines from MANIFEST.in; fix typos in setup.py

Undoes the workaround for the not-spotted typos from gh-907.

Also remove unused test data file (data itself is in macrodata.py)
MAINT: remove tsa/setup.py, which is not needed anymore.
Merge pull request #1666 from rgommers/sdist-build

BLD: Include pyx in sdist but don't install