Add tests to ensure sort preserved by groupby, add docs
xref #9651
closes #8588 

Adds test to ensure the sort of a target object is preserved within `groupby()` groups, modifies docs to make it clear sort is preserved within groups. 

@jreback  updated!
 @jorisvandenbossche @shoyer ?
 The basic part on sort=True/False and sort preserved within groups looks good!

However, I don't really seem to grasp the need to explain the sorting after groupby: _"Users should be careful about re-sorting their data after execution of `groupby()`"_. Why should they be careful? Is there anything not-expected happening?
 @jorisvandenbossche @shoyer @jreback OK, warning dropped! 
 @jorisvandenbossche great, added. 
 @nickeubank thanks!
