Deprecate Series/Dataframe.to_dense/to_sparse
- [x] closes #26557 
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Marks the methods mentioned in #26557 as deprecated, with proper messages. 
Hello @intEll1gent! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:









There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-06-05 16:21:20 UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=h1) Report
> Merging [#26668](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e0c41f79104c5bc61952c9a14f1883cd5bda53f7?src=pr&el=desc) will **decrease** coverage by `50.09%`.
> The diff coverage is `50%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26668/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26668      +/-   ##
==========================================
- Coverage   91.87%   41.78%   -50.1%     
==========================================
  Files         174      174              
  Lines       50663    50671       +8     
==========================================
- Hits        46548    21172   -25376     
- Misses       4115    29499   +25384
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `41.78% <50%> (-0.06%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/sparse/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3BhcnNlL2ZyYW1lLnB5) | `28.37% <0%> (-67.26%)` | :arrow_down: |
| [pandas/core/sparse/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3BhcnNlL3Nlcmllcy5weQ==) | `44.49% <0%> (-50.42%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `35.07% <100%> (-62.05%)` | :arrow_down: |
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `45.42% <100%> (-48.19%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.37%)` | :arrow_down: |
| ... and [132 more](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=footer). Last update [e0c41f7...39230d4](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=h1) Report
> Merging [#26668](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/e0c41f79104c5bc61952c9a14f1883cd5bda53f7?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26668/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26668      +/-   ##
==========================================
- Coverage   91.87%   91.87%   -0.01%     
==========================================
  Files         174      174              
  Lines       50663    50669       +6     
==========================================
+ Hits        46548    46550       +2     
- Misses       4115     4119       +4
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.4% <100%> (ø)` | :arrow_up: |
| #single | `41.75% <50%> (-0.09%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/sparse/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3BhcnNlL2ZyYW1lLnB5) | `95.65% <100%> (+0.01%)` | :arrow_up: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97% <100%> (-0.12%)` | :arrow_down: |
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `93.62% <100%> (ø)` | :arrow_up: |
| [pandas/core/sparse/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc3BhcnNlL3Nlcmllcy5weQ==) | `94.93% <100%> (+0.02%)` | :arrow_up: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/26668/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `78.94% <0%> (-10.53%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=footer). Last update [e0c41f7...39230d4](https://codecov.io/gh/pandas-dev/pandas/pull/26668?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @intEll1gent is there a reason you closed this? > @intEll1gent is there a reason you closed this?

@jorisvandenbossche Sorry, there was some confusion on my side. Opened a new PR ( #26684 ) since this has become a bit messy.  @intEll1gent OK, will look at the other PR. Just a feedback for in the future: in general you don't need to make new PRs if something has become messy. If you clean up the branch locally and push again, the PR gets updated automatically. 
Also, it is always recommended to work from a different branch than 'master' for a PR.