Improve KafkaConsumer cleanup

[dpkp]

After digging into #1331 a bit it I found a few issues:

(1) heartbeat thread is not stopped unless KafkaConsumer is closed explicitly (or python interpreter exits).
(2) most connection objects have a circular reference preventing garbage collection prior to interpreter shutdown
(3) the client object also has a circular reference preventing gc prior to shutdown

This PR should fix these issues by using weakrefs to break circular references and by shutting down local resources like the heartbeat thread during gc via __del__

It appears that there are still circular references preventing gc of KafkaMetrics and possibly SubscriptionState. These do not prevent the consumer, coordinator, client, or connection objects from being cleaned up, so I'm going to leave further fixes for a later PR.

[dpkp]

To test that gc is triggered correctly, I add logging statements to the __del__ methods, create a consumer in a repl and then check the logs following del consumer

[jeffwidman]

Nice catches!