ENH: Add option in read_csv to infer compression type from filename
Ideally, I would love for this to be the default, but that wouldn't be backwards-compatible in the case where the filename ends in '.gz' or '.bz2' and you want to treat it as uncompressed. That seems like it would be very rare, though.

I think it would even be fine even to change the default here. We are not _that_ strict about backwards compatibility in pandas -- any users who relied on the previous behavior were basically relying on a bug.
 I agree with @shoyer here, let's just have it infer these filename endings as compression (move the release note to the API section).
 I've totally borked this branch with an accidental force push. I'll fix it tonight.
 Should be fixed.
 couple of minor comments, pls rebase, and ping when green
 Docs are fixed, rebased/squashed, and tests are green.
 lgtm

@shoyer @jorisvandenbossche 
 Looks great to me!
 @evanpw thanks!
 Thank you!
