ENH: less verbose merging on index
This is a proposal for a simple API enhancement that would make merging on indices much more convenient. I've put in an initial commit to show the change needed in the library. Here's the old way of merging on indices:

``` python
In [1]: from pandas import Index, DataFrame, merge

In [2]: df1 = DataFrame({'data1':[0, 1, 2]})

In [3]: df2 = DataFrame({'data2':[3, 4, 5]})

In [4]: merge(df1, df2, left_index=True, right_index=True)
Out[4]: 
   data1  data2
0      0      3
1      1      4
2      2      5
```

Here is the new behavior enabled by this PR:

``` python
In [5]: merge(df1, df2, on=Index)
Out[5]: 
   data1  data2
0      0      3
1      1      4
2      2      5
```

This is a bit hackish, I admit, but I find myself wanting to do this often and the alternatives (using `left_index` and `right_index`, or using `concat([df1, df2], axis='cols')`) are inconvenient and less clear to the reader of the code. That said, I completely understand if folks think this is not a good fit for the pandas API.

Any thoughts on this idea?

I agree that the `left_index=True, right_index=True` is rather verbose, and some improvement of the API is welcome here. Thanks for initiating this!

But I also agree this (using `on=pd.Index`) is bit hacky, or at least, not really consistent with how such things are done in the rest of pandas.

So maybe it is also worth looking at what could be alternatives, before deciding on the API?
- a new keyword, e.g. `on_index=True`
- promote `df1.join(df2)`, which joins on the index by default
- add a `pd.join(df1, df2)` that does the same as `DataFrame.join` (similar to pd.merge vs DataFrame.merge). So a `pd.merge` alternative that has different defaults
- ...

Other ideas?
 Thanks! I didn't realize that `df.join()` will join on index by default. Perhaps just emphasizing/promoting that more would be sufficient?
 @jakevdp would love to have an addition to the docs to emphasize this. 
 FWIW, I have always been confused about the distinction between `pd.merge` and `pd.join`.
 closing as this is just diff between `merge` and defaults in `join`. suppose docs could be added.
