DOC: Clarified documentation for MultiIndexes
Clarify some quirks regarding slicing on MultiIndexes

One of the Travis CI builds seems to have failed due to a temporary network error:
fatal: unable to connect to github.com:
github.com: Temporary failure in name resolution

Is there some way to rerun the job that failed?
 Regarding Travis, I don't think this is really a problem as this PR only touches documentation and no code, but if you want to retrigger Travis, you can reset the last commit and push --force again:

```
git commit --amend -C HEAD
git push origin yourbranch -f
```
 @felixlawrence Thanks for the PR! This is indeed an area that can use some clarification.

I just made some small comments. 
And I was thinking, if you want / have the time, a small example in each docstring (from_arrays/from_tuples) would be very helpful I think. But that can also be be left for another PR.
 @felixlawrence their is a button on the rhs of the screen for that rebuilt to rerun / cancel a build as well (relatively new feature on github)
 @felixlawrence +1 for the examples. Maybe still another suggestion: you could add a "See also" to each docstring referring to the other. Something like this:

```
See Also
--------
MultiIndex.from_tuples : Convert list of tuples to MultiIndex
```

And lastly, before merging, could you squash to the commits to one? See https://github.com/pydata/pandas/wiki/Using-Git#fetch-and-then-rebase-interactively-to-squash-reword-fix-otherwise-change-some-commits
 I added the cross-references, committed, and squashed the commits as per the link, but couldn't push the commit up to this branch (presumably because I had squashed commits locally that are present in this remote branch). What should I do?
 @felixlawrence you have to force push.
 @felixlawrence It seems it's OK now (the commit looks fine, and the travis failing is due to another issue (missing six)), so merging.

Thanks for the contribution!
