Session support for http-client

Hello,
I think I reached a point in my work on http where I can start working on
session support for http-client.

Some ideas were flying around on IRC, but I think the ML is a better place to
discuss it.

In Python's Requests a Session object contains the authentication parameters,
some default headers, event-handling hooks, proxies, a stream were to stream
the response and some query parameters to attach to each request.
I think we could make a <http-client-session> (any idea for a better name?)
object with the same slots (at least for the options we support at the moment).
We can pass this object to the http-* methods either as a positional parameter
or as a keyword parameter.

Bruce suggested to use a middleware, but to be honest I don't understand what
he means.

Of course any suggestion is more than welcome.

- Francesco
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