ENH: allow prepending indices using set_index
I'd like to be able to _prepend_ indices to existing ones using `.set_index()`, in the same vein as the `append` argument.

This avoid having to do the awkward alternatives:
- `.reset_index().set_index(...)`
- `.set_index(append=True).swaplevel(...)` or `.set_index(append=True).reorder_levels(...)`

My first suggestion is to add a `prepend` keyword, mutually exclusive with `append`, but discussion is welcomed.

Associated PR: https://github.com/pandas-dev/pandas/pull/26724