ENH: Melt with MultiIndex columns
No idea if there's actually a market for this, but anyhow:

```
In [1]: df = pd.DataFrame([[ 1.067683, -1.110463,  0.20867 ], [-1.321405,  0.368915, -1.055342], [-0.807333,  0.08298 , -0.873361]])

In [2]: df.columns = [list('ABC'), list('abc')]

In [3]: df.columns.names = ['CAP', 'low']

In [4]: df
Out[4]:
CAP         A         B         C
low         a         b         c
0    1.067683 -1.110463  0.208670
1   -1.321405  0.368915 -1.055342
2   -0.807333  0.082980 -0.873361

In [5]: pd.melt(df, col_level=0)
Out[5]:
  CAP     value
0   A  1.067683
1   A -1.321405
2   A -0.807333
3   B -1.110463
4   B  0.368915
5   B  0.082980
6   C  0.208670
7   C -1.055342
8   C -0.873361

In [6]: pd.melt(df,)
Out[6]:
  CAP low     value
0   A   a  1.067683
1   A   a -1.321405
2   A   a -0.807333
3   B   b -1.110463
4   B   b  0.368915
5   B   b  0.082980
6   C   c  0.208670
7   C   c -1.055342
8   C   c -0.873361

In [7]: df.columns.names = [None, None]

In [8]: pd.melt(df,)
Out[8]:
  variable_0 variable_1     value
0          A          a  1.067683
1          A          a -1.321405
2          A          a -0.807333
3          B          b -1.110463
4          B          b  0.368915
5          B          b  0.082980
6          C          c  0.208670
7          C          c -1.055342
8          C          c -0.873361
```

Also includes fix for `get_level_values` and name attribute.

cc #4144
