Wheel support also for zc.recipe.egg

Unneeded and it just uses unnecessary resources.

Support universal wheels

Changed os.mkdir to os.makedirs to make it support nested directory creation

Signed-off-by: Bernard `Guyzmo` Pratz <guyzmo+github@m0g.net>

Added extra newline to test pr testing by travis

fixes issue GH-259.
Signed-off-by: Bernard `Guyzmo` Pratz <guyzmo+github@m0g.net>

A MissingSectionHeader error now also reports the cached file

Reason: it doesn't only apply to URLs downloaded to the extends-cache, but
also to URLs downloaded as tempfiles.

Fixes #245 mostly

See #245

On windows, two files are generated (a something.exe and a
something-script.py). The if/else I used is used elsewhere in other tests,
too.

Enable downloading behind a proxy by using urllib2

As per @reinout comments in PR #253, let's make it clear that we're
assigning request._urlopener to a patched URL opener.

Check the 'use-dependency-links' option earlier.