Better error message behind corporate NTLM proxy

[hickford]

Pip doesn't work behind a corporate NTLM proxy. This is #1182 and unlikely to be fixed any time soon (requires upstream fixes in requests and urllib3)

However, the error message in this situation could be improved. Right now you get

>pip install requests
Cannot fetch index base URL https://pypi.python.org/simple/

Which doesn't explain the problem, nor how to fix it.

Compare that with Ruby's Gem or Nodejs' Npm which give more precise error messages

>gem install rails
ERROR:  While executing gem ... (Net::HTTPServerException)
  407 "Proxy Authentication Required"

and

>npm install express
npm http GET https://registry.npmjs.org/express
npm http GET https://registry.npmjs.org/express
npm http GET https://registry.npmjs.org/express
npm ERR! network tunneling socket could not be established, cause=socket hang up
npm ERR! network This is most likely not a problem with npm itself
npm ERR! network and is related to network connectivity.
npm ERR! network In most cases you are behind a proxy or have bad network settings.

It would be great if Pip were as helpful. It would suffice I think to show the particular http error code, as Gem does.

[pradyunsg]

Consolidating this into #5380.