ENH: Add xlsb auto detection to read_excel and respect default options
- [x] closes #35416 , closes #34252
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Note: Even though most of the reader options for read_excel only have 1 option, I think it is still useful to respect pandas.set_option. 


Also, if some people have older xlrd(e.g. 1.2.0) and don't have openpyxl, they can use options to force pandas to read xlsx files with xlrd. (this is possible now, but xlrd's maintainer has made it clear he doesn't support for things like this)
cc @WillAyd @TomAugspurger  Hello @lithomas1! 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 2021-01-01 21:48:02 UTC FYI @rhshadrach, I'm going to be changing the behavior in this PR if both xlrd and openpyxl aren't installed.
Instead of raising, ``ImportError: Missing optional dependency 'xlrd'. Install xlrd >= 1.0.0 for Excel support Use pip or conda to install xlrd.`` (which is wrong anyways, we require xlrd>=1.2.0, this will need to be fixed in another PR)
We now raise, ``ImportError: Missing optional dependency 'openpyxl'.  Use pip or conda to install openpyxl.``

This way, we encourage users to use openpyxl not xlrd.  is there a test for this https://github.com/pandas-dev/pandas/issues/34252, e.g. that the set option works correctly? (i see one added for an invalid value), and am pretty sure we are testing this, but just want to confirm. @jreback, 
I don't think there is a way to know which engine read_excel uses, so I didn't add a test.  @lithomas1 `read_excel` is monkey patched in the tests for this purpose. Use `pd.read_excel.keywords["engine"]`. Ack - my previous comment was incorrect. That is of course only for which engine is passed to read_excel. thanks @lithomas1 very nice!