Switch from urllib to requests

[nikosmichas]

Hello! I had some issues with sockets staying in TIME_WAIT state after failure in the http request and I decided to try requests library instead of urllib.
I revived #199 which revived #123

Is there any interest in merging this?

[alastair]

Yes, let's do it!
When requests first turned up on the scene I was still of the belief that it made sense for libraries to be as stand-alone as possible, and that we have a perfectly functional request handling code in the library.
However, over the years it's become clear that requests is the defacto library for doing this, and it's almost always the first thing that I install when I start something new anyway....
so let's go for it! I'd like to merge in the other open PRs first, using the existing urllib code, and then make a release. After that we can make another release with the switch to requests.