DOC: Clarify how date_parser is called (GH9376)
closes #9376 

I can buy this. @jorisvandenbossche 
 Yep, looking good. Although, in reality it is still a little bit more complex, as it are actually three steps that are tried, the first and last the onces you mentioned (vectorized with the columns as input, and scalar with rows), but also vectorized on the concatenated columns into one column. Only, also adding that will make it maybe too complex?

@cmeeren Do you also want to add a similar note to the tutorial docs? Somewhere here: http://pandas.pydata.org/pandas-docs/stable/io.html#date-parsing-functions That section could also use a real example I think (of a custom defined function, not of one imported from the io.date_converters module)
 @jorisvandenbossche Just to be clear concerning the second try, where you say it concatenates the columns into one column: If you use two columns, one with values `[2013, 2013, 2013]` and one with values `[1, 2, 3]`, will the second try pass the single argument `[2013, 2013, 2013, 1, 2, 3]`?
 I have now mentioned the second way of calling date_parser (assuming my guess in the previous comment was correct) and added a description to the tutorial docs. I have not touched the example, since I have little experience with the Sphinx-IPython combo.
 @cmeeren actually, I think you should mention `pd.to_datetime()` first. If you want to specify a format, `read_csv` does not currently have this implemented (it _can_ infer the format however if `infer_datetime_format=True`, but is `False` by default).

So it is MUCH more performant to use `pd.to_datetime()` AFTER parsing if you have a single column, but it needs a format specification. IOW, you should NOT use `date_parser` if this is the case. (In reality `read_csv` should just do this, but it is an open issue).
 @jreback are you suggesting that I mention `pd.to_datetime()` as a possible function to use for `date_parser`?
 no! this is in lieu of using date_parser entirely 
 I don't really understand the role of `pd.to_datetime()` in this scenario. Why do you suggest that I mention it in the documentation for `date_parser`? Could you give an example of how `pd.to_datetime()` might be used instead of `date_parser`?
 The concatenation is like this in your example: `["2013 1", "2013 2", "2013 3"]`.

@jreback In many cases you are right about `to_datetime`, and I also think `read_csv` should take a `date_format` argument (#2586)
 @jreback finishing my comment: indeed, in many case `to_datetime` will be better, but I think you specifically want to use `date_parser` when you have multiple columns that have to be combined.

BTW, you can use `pd.to_datetime` as a function for `date_parser`, no? (if you still want to do it with a one-liner) 
 so the simple heuristic is this:
- if you have multiple columns that need parsing, use `parse_dates=[[....]]`.
- try to infer the format `read_csv(..., infer_datetime_format=True)`
- if you have a format, the use `date_parser=lambda x: pd.to_datetime(x, format=.....)`
- if you have a really non-standard format, finally use `date_parser=.....`

so a naked `date_parser` is ALWAYS the last resort (as unless it can handle a vectorized input, its in python space).
 @cmeeren so what I think we should do is update the doc-string a bit (what you have is prob good). then add a section to the docs in the date parsing section giving the relative list as above.
 @jreback yes, that is a nice overview of steps to follow!

The full docs on the date parsing can use an overhaul. It is now scattered a bit:
- http://pandas.pydata.org/pandas-docs/stable/io.html#specifying-date-columns
- http://pandas.pydata.org/pandas-docs/stable/io.html#date-parsing-functions
- http://pandas.pydata.org/pandas-docs/stable/io.html#inferring-datetime-format
- http://pandas.pydata.org/pandas-docs/stable/io.html#international-date-formats

where the first is not adjacent to the other three. I would have just one section with some subsections.

@cmeeren If you want, you can certainly try to tackle this! Otherwise, we just merge this as is (as it is correct information) and open a new issue for it.
 First I'll correct things based on the recent feedback here. The information I added as it currently stands is not correct (specifically regarding the second "concatenation" call).
 I added the list provided by @jreback. Please check the PR diff now and see if the information is good.
 This looks good for me!

Apart from the one small comment, can you also squash your commits into one?
 I addressed the comment and I think I managed to squash the commits now.
 Thanks a lot!
