Integration tests: Capture both stdout and stderr.

Feel free to implement something more sophisticated. Currently, this
mixes stdout and stderr together and does not allow for separate
expected outputs for stdout and stderr.

Issue #104.
Backend: Print error messages to stderr.

This also makes all user-generated errors (using the 'b'oom command) go
to stderr. Nobody objected (in fact, nobody said anything at all...).

Issue #104.