Option to raise on dtype coercion in append / concat
#### Code Sample, a copy-pastable example if possible

```python
In [0]:

base = pd.Series({4:400, 5:500, 6:600, 7:700})
print(base)
print(base.index)

4    400
5    500
6    600
7    700
dtype: int64
Int64Index([4, 5, 6, 7], dtype='int64')

In [0]:

addon = pd.Series({'6': '600'})
print(addon)
print(addon.index)

6    600
dtype: object
Index(['6'], dtype='object')

In [0]:

merged = base.append(addon, verify_integrity=True)
print(merged)
print(merged.index)

4    400
5    500
6    600
7    700
6    600
dtype: object
Index([4, 5, 6, 7, '6'], dtype='object')
```
https://gist.github.com/abitrolly/14318e107ea2d41eefe5616aec3d0cb8

#### Problem description

Data and index type autoconversion in append() breaks pipelines down the way. It should be possible to detect index and data type conversion in Seried with `verify_integrity` instead of checking manually.

#### Expected Output

```
base.append(addon, verify_integrity=True)

---------------------------------------------------------------------------

TypeError                                 Traceback (most recent call last)

<ipython-input-15-76ef0359a5e4> in <module>()
----> 1 base.append(addon, verify_integrity=True)

TypeError: 'Series' index autoconversion: Int64Index became Index
```


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

<details>
In [0]:

pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.8.final.0
python-bits: 64
OS: Linux
OS-release: 4.14.79+
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.24.2
pytest: 3.6.4
pip: 19.1.1
setuptools: 41.0.1
Cython: 0.29.12
numpy: 1.16.4
scipy: 1.3.0
pyarrow: 0.14.0
xarray: 0.11.3
IPython: 5.5.0
sphinx: 1.8.5
patsy: 0.5.1
dateutil: 2.5.3
pytz: 2018.9
blosc: None
bottleneck: 1.2.1
tables: 3.4.4
numexpr: 2.6.9
feather: 0.4.0
matplotlib: 3.0.3
openpyxl: 2.5.9
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: None
lxml.etree: 4.2.6
bs4: 4.6.3
html5lib: 1.0.1
sqlalchemy: 1.3.5
pymysql: None
psycopg2: 2.7.6.1 (dt dec pq3 ext lo64)
jinja2: 2.10.1
s3fs: 0.3.0
fastparquet: None
pandas_gbq: 0.4.1
pandas_datareader: 0.7.0
gcsfs: None
</details>
