Wrong "Too many indexers" error message when indexing a Series with MultiIndex
#### Code Sample, a copy-pastable example if possible

```python
In [2]: s = pd.Series(range(4), index=pd.MultiIndex.from_product([['a', 'b'], ['c', 'd']]))

In [3]: s.loc['a', 'e']
---------------------------------------------------------------------------
IndexingError                             Traceback (most recent call last)
<ipython-input-3-042ed7ab0463> in <module>()
----> 1 s.loc['a', 'e']

/home/pietro/nobackup/repo/pandas/pandas/core/indexing.py in __getitem__(self, key)
   1308 
   1309         if type(key) is tuple:
-> 1310             return self._getitem_tuple(key)
   1311         else:
   1312             return self._getitem_axis(key, axis=0)

/home/pietro/nobackup/repo/pandas/pandas/core/indexing.py in _getitem_tuple(self, tup)
    799 
    800         # no multi-index, so validate all of the indexers
--> 801         self._has_valid_tuple(tup)
    802 
    803         # ugly hack for GH #836

/home/pietro/nobackup/repo/pandas/pandas/core/indexing.py in _has_valid_tuple(self, key)
    148         for i, k in enumerate(key):
    149             if i >= self.obj.ndim:
--> 150                 raise IndexingError('Too many indexers')
    151             if not self._has_valid_type(k, i):
    152                 raise ValueError("Location based indexing can only have [%s] "

IndexingError: Too many indexers
```

#### Problem description

The raised error, and the message, seem wrong to me.

#### Expected Output
```
KeyError: ('a', 'e')
```
This is what I get if I I take a ``DataFrame`` with the same index and do
```
In [7]: df.loc[('a', 'e'), :] 
```
By the way, ``s.loc['a', 'b']`` (valid key) works just fine, so this is clearly a problem of missing key, and [the docs](http://pandas.pydata.org/pandas-docs/stable/generated/pandas.Series.loc.html) say "``.loc`` will raise a ``KeyError`` when the items are not found."

... and by the way, I would expect _the following_ to raise an ``IndexingError: Too many indexers``:

```
In [12]: s.loc[('a', 'e'), :]
Out[12]: 
a  c    0
   d    1
dtype: int64
```
... instead the tuple is interpreted as a list of labels rather than as a key, and hence it works "fine". Is this behavior desired? (looks a bit inconsistent to me, but I see that it is generalized, i.e. ``DataFrame``s also work this way) If it is, then it is worth fixing the docs where [they mention](url) "A list or array of labels, e.g. ['a', 'b', 'c']." to also mention tuples.

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit: None
python: 3.5.2.final.0
python-bits: 64
OS: Linux
OS-release: 4.7.0-1-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: it_IT.utf8
LOCALE: it_IT.UTF-8

pandas: 0.19.0+196.g5f889a2.dirty
nose: 1.3.7
pip: 8.1.2
setuptools: 28.0.0
Cython: 0.23.4
numpy: 1.11.2
scipy: 0.18.1
statsmodels: 0.8.0.dev0+f80669e
xarray: None
IPython: 5.1.0.dev
sphinx: 1.4.8
patsy: 0.3.0-dev
dateutil: 2.5.3
pytz: 2015.7
blosc: None
bottleneck: 1.2.0dev
tables: 3.2.2
numexpr: 2.6.0
matplotlib: 1.5.3
openpyxl: None
xlrd: 1.0.0
xlwt: 1.1.2
xlsxwriter: 0.9.3
lxml: None
bs4: 4.5.1
html5lib: 0.999
httplib2: 0.9.1
apiclient: 1.5.2
sqlalchemy: 1.0.15
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.40.0
pandas_datareader: 0.2.1

</details>
