Change save to to_pickle
Should we change the name of `save` to `to_pickle` inline with all of the other ways to export things. At the moment the docs are pretty light on what it does.

(I guess similarly with `load` to `from_pickle`.)

_... not sure I actually have an opinion, but thought I'd throw it out there._ Thoughts?

(this so question: http://stackoverflow.com/questions/16971803/serialization-of-a-pandas-dataframe)
