agg() swallows exceptions.
agg() appears to swallow exceptions.
This was the source of a hard-to-find bug today.
Here's a program that replicates the problem.

```
#!/usr/bin/env python                                                                                                                                                                                                                         
from pandas import *
from numpy.random import randint

df = DataFrame(randint(10, size=(20, 10)))

def raiseException(df):
  print '----------------------------------------'
  print df.to_string()
  raise TypeError

df.groupby(0).agg(raiseException)
```
