PERF: optimize index.__getitem__ for slice & boolean mask indexers
This patch fixes performance issues discussed in and closes #6370.

There's an API change though: no type inference will now happen upon resulting index, e.g. here's what it would look like on current master:

``` python
In [1]: pd.Index([1,2,3, 'a', 'b', 'c'])
Out[1]: Index([1, 2, 3, u'a', u'b', u'c'], dtype='object')

In [2]: _1[[0,1,2]]
Out[2]: Int64Index([1, 2, 3], dtype='int64')
```

And this is how it looks with the patch:

``` python
In [1]: pd.Index([1,2,3, 'a', 'b', 'c'])
Out[1]: Index([1, 2, 3, u'a', u'b', u'c'], dtype='object')

In [2]: _1[[0,1,2]]
Out[2]: Index([1, 2, 3], dtype='object')
```

On the bright side, I'd say using mixed-type indices seems a quite rare scenario and the performance improvement is worth it.
## Performance Before:

``` python
In [1]: import pandas.util.testing as tm

In [2]: idx = tm.makeStringIndex(1000000)

In [3]: mask = np.arange(1000000) % 3 == 0

In [4]: series_mask = pd.Series(mask); mask
Out[4]: array([ True, False, False, ..., False, False,  True], dtype=bool)

In [5]: timeit idx[:-1]
100000 loops, best of 3: 1.57 µs per loop

In [6]: timeit idx[::2]
100 loops, best of 3: 14.6 ms per loop

In [7]: timeit idx[mask]
100 loops, best of 3: 15.4 ms per loop

In [8]: timeit idx[series_mask]
100 loops, best of 3: 15.4 ms per loop

In [9]: pd.__version__
Out[9]: '0.13.1-278-gaf63b99'
```
## Performance After:

``` python
In [1]: import pandas.util.testing as tm

In [2]: idx = tm.makeStringIndex(1000000)

In [3]: mask = np.arange(1000000) % 3 == 0

In [4]: series_mask = pd.Series(mask)

In [5]: timeit idx[:-1]
1000000 loops, best of 3: 1.56 µs per loop

In [6]: timeit idx[::2]
100000 loops, best of 3: 4.89 µs per loop

In [7]: timeit idx[mask]
100 loops, best of 3: 11.4 ms per loop

In [8]: timeit idx[series_mask]
100 loops, best of 3: 11.4 ms per loop

In [9]: pd.__version__
Out[9]: '0.13.1-279-gbc810f0'

```

can u post any significant changes in a full vbench run
 Here's full vbench log: https://gist.github.com/immerrr/9153429

Interesting parts:

```
-------------------------------------------------------------------------------
Test name                                    | head[ms] | base[ms] |  ratio   |
-------------------------------------------------------------------------------
groupby_frame_apply_overhead                 |   8.4306 |  11.8597 |   0.7109 |
groupby_frame_apply                          |  45.0277 |  60.4376 |   0.7450 |
index_str_boolean_indexer                    |  10.9810 |  14.5193 |   0.7563 |
index_str_boolean_series_indexer             |  11.0783 |  14.5703 |   0.7603 |
....
frame_mask_bools                             |  14.3187 |  12.2263 |   1.1711 |
datamatrix_getitem_scalar                    |   0.0110 |   0.0083 |   1.3269 |
```
 can u see if the get item scalar vbench repeats when u rerun?
eg is it an actual change

secondly why does the type inference fail on a selected series? that doesn't break any tests?
 > can u see if the get item scalar vbench repeats when u rerun?

can you elaborate what "get item scalar vbench" means?

> secondly why does the type inference fail on a selected series? that doesn't break any tests?

No, it doesn't break tests (as run by `nosetests -w pandas` on my Linux system).

As for why type inference fails, it's _the_ type inference that actually causes the 1000x slowdown. I've got rid of it and the slice operation has become `O(1)` instead of `O(n)` again.

As for if this inference is necessary or not, my reasoning is as follows: one inference already happens when the initial index object is created and given that most of the time index keys come from one source and thus have same dtypes, it's very unlikely that slicing will change index type. If this assumption is true then in order to support such rare cases each index slicing operation must suffer `O(n)` penalty (which can easily be 1000x for 1M elements as shown).
 `
datamatrix_getitem_scalar                    |   0.0110 |   0.0083 |   1.3269 |
`

is what I meant (this is a hard to measure test its in mu....that's why I don't think it will repeat)

ok on the type inference then.

Can you add a test that uses the example from above (and shows that the resultant is an `Index` type). Just (and doc to this issue), just that it is referenced and know and will break if its changed later.
 Will do tomorrow.
 ahh ok

then leave it like it is
 Apparently, `datamatrix_getitem_scalar` result is not relevant:

```
$ ./test_perf.sh -H -N 5 -r datamatrix_getitem_scalar
CPU affinity set to 1


*** LOG_FILE = /home/immerrr/sources/pandas/vb_suite.log


Performing 1 benchmarks (5 runs each)
.

*** 
Invoked with :
--ncalls: 3
--repeats: 3


-----------------------------------------------------------------------------------------------------
Test name                                    |    #0    |    #1    |    #2    |    #3    |    #4    |
-----------------------------------------------------------------------------------------------------
datamatrix_getitem_scalar                    |   0.0083 |   0.0087 |   0.0087 |   0.0083 |   0.0083 |
-----------------------------------------------------------------------------------------------------
Test name                                    |    #0    |    #1    |    #2    |    #3    |    #4    |
-----------------------------------------------------------------------------------------------------

Ratio < 1.0 means the target commit is faster then the baseline.
Seed used: 1234

Target [8801089] : TST: make sure index type doesn't change
```
 can you add a release notes mention..otherwise looks good to go
 @jreback would you please look here:

https://github.com/pydata/pandas/commit/9f0dc3befbeb55df0faae50b875399040ae83dcc#diff-dc96e62847cdfe77b570cf9c6b0e8086R629

It appears that the `if not len(key): result = []` piece is part of allowing `iloc` array indexers to include out-of-bounds indices without raising an error. According to #6296, that's supposed to be rolled back in #6443 and I'd guess it should be removed here as well, right?
 prove it with a test case 

their are so many paths fife inspection often is faulty 
 I've removed the special handling for empty key case and added a test for it. If that's OK, I'll squash and bump the changelog.

Btw, speaking of changelog, as @hayd pointed out, aside from perf improvements this also changes API somewhat. How do I categorize this PR? 
 put it in the release.rst API section (the 1-liner reffing this issue). Plus do a small example in v0.14.0.txt in the API section. Show a 'common' operation, e.g. create a frame with a mixed index, then slice it and show that the index is not inferred as before (the before should be a  code-block)
 IMO the old behaviour was undocumented so current categorization is all good.

Perhaps worth saying in release notes you can/must be explicit if you want to convert the sub-index (e.g in your example above using `_1[[0,1,2]].astype(int)`).
 Rebased & bumped the changelog.

Some commits look rather independent from the others to me, do you want them folded into one?
 you can squash them all into 1
or 2 if u want
 Done
 thanks!
