BUG: get_group fails when multi-grouping with a categorical
Example:

``` .python
>>> df = pd.DataFrame({'a' : pd.Categorical('xyxy'), 'b' : 1, 'c' : 2})
>>> df.groupby(['a', 'b']).get_group(('x', 1))
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/home/evanpw/Workspace/pandas/pandas/core/groupby.py", line 601, in get_group
    inds = self._get_index(name)
  File "/home/evanpw/Workspace/pandas/pandas/core/groupby.py", line 429, in _get_index
    sample = next(iter(self.indices))
  File "/home/evanpw/Workspace/pandas/pandas/core/groupby.py", line 414, in indices
    return self.grouper.indices
  File "pandas/src/properties.pyx", line 34, in pandas.lib.cache_readonly.__get__ (pandas/lib.c:41912)
  File "/home/evanpw/Workspace/pandas/pandas/core/groupby.py", line 1305, in indices
    return _get_indices_dict(label_list, keys)
  File "/home/evanpw/Workspace/pandas/pandas/core/groupby.py", line 3762, in _get_indices_dict
    return lib.indices_fast(sorter, group_index, keys, sorted_labels)
  File "pandas/lib.pyx", line 1385, in pandas.lib.indices_fast (pandas/lib.c:23843)
TypeError: Cannot convert Categorical to numpy.ndarray
```

The problem is that `Grouping.group_index` is a CategoricalIndex, so calling `get_values()` gives you a `Categorical`, which needs one more application of `get_values()` to get an `ndarray`

can you put the self-contained example in the top of the PR?
 can you update according to comments
 Done, and moved to 0.16.2 whatsnew. Does this need an entry in the API changes section now, or is this change too minor?
 This seems a bug fix to me, so the whatsnew entry is fine!
 yep, pls squash. ping when green.
 Tests are green
 @evanpw thanks. Soon, waiting on travis to finish up its builds of a bunch of stuff.
 @evanpw thanks!
