Slicing with no keys found
I just upgraded to latest Pandas 0.16, and the new error has hit me (with Pandas 0.15) when slicing with multiple values. (df.ix[[list_of_values]]). I actually think it is more valid to return an empty DataFrame, than to throw an error.

The best I've been able to come up with to reproduce the previous behaviour (fail silently, return empty DataFrame) is:

``` python
# I want to filter a DataFrame by the first level of the index
df.ix[df.reset_index().IndexValue.isin(list_of_values).values]
```

Not saying I'm right on the error/empty argument; but is the above the most elegant solution?

Perhaps we should consider three distinct slicing operations:
1. Insists on everything being there (and throws errors)
2. Creates spaces where there is nothing there (reindex)
3. Just returns what's present, leaving the rest out (silent error)

I would think anyone indexing would be vary aware of what they are expecting from the above?
