timezone aware columns
At the moment, I don't see any way to have performant, timezone aware columns. This seems rather surprising, as generally when you have a column with timestamps, they will all likely be of the same timezone. Right now, as far as I can see you have two options:
1) Columns that are basically just numpy datetime64[ns] types. These seem to be timezone unaware.If you make such a column timezone aware (by e.g., dataframe.time_column.dt.tz_localize('UTC')) it becomes a column of dtype object.
2) A DatetimeIndex, which keeps track of timezone information at seemingly the column level (which is laudable). However, this only seems to really work used as an index. If I assign it to a column, it again gets converted to a dtype object, and things get slow.

Am I missing something? Is there a really good reason why a DatetimeIndex can't just be used, as is, in a column, without the dtype=object conversion?
