Fix some readme and script bugs in examples (take 2).

Yeah if you set the Unix group correctly and add your user to the right group then you can call docker without sudo...

Not sure we want to test for it and warn about it or if we want to try to conditionally use sudo (maybe triggered by an environment variable? or maybe detect if it will work without sudo and if it doesn't try again with sudo)?

I'd suggest removing "sudo" from this PR and doing a separate PR just for sudo, then we can have a separate discussion only about that part of it.