SQL: add multi-index support to legacy mode
Closes #6881.

@danielballan Added multi-index support to legacy mode, wasn't actually not that difficult (all tests seems to pass). And at once also `index_label` kwarg is supported in legacy mode.

This just leaves the issue that this is actually an api change, so could possibly break code.

That _was_ quick. This seems like the best outcome from an assortment of confusing compromises, any of which could mean trouble for legacy code. Looks good to me.

I will proceed with #6796 once this is merged.
 @jreback @hayd What do you think of the API change (before: no index was written, now `index` kwarg to write index which is set to `True` by default)?
 Actually, we could also set `index` to `False` when using `write_frame`, and leave it as `True` for `to_sql`. `to_sql` is a new function, so for that the backwards incompatibility is not a problem.

(at this moment, `write_frame` is just passed in its entirety to `to_sql`)
 @jreback @hayd OK with this? I added a commit that changes the default `index` to False for `write_frame` (behaviour of 0.13), for `to_sql` (new function) it is then `index=True`. As this is the most backwards compatible I suppose no objections?
 looks ok
 Ahum, I was actually completely wrong here... `to_sql` did already exist of course, it was added in 0.12. It was just not in the `sql` module but only as a method of DataFrame where it called directly `write_frame`, and it was not mentioned in the docs.
So my reasoning was not correct, and for `to_sql` this remains a backwards incompatible api change.
 Bummer. But I still think this is the lesser evil. Dropping the index was always a weird behavior, an indication that the SQL capability wasn't mature and should be used cautiously.
