BUG: _NDFrameIndexer._setitem_with_indexer() doesn't handle MultiIndex and mixed types properly
Compare the behavior of the homogeneously typed `panel1` with that of the heterogeneously types `panel2`:

```
In [1]: import pandas as pd

In [29]: panel1 = pd.Panel([[[0., 0.]], [[0., 0.]]], items=['A', 'B'], minor_axis=['x', 'y'])

In [30]: panel2 = pd.Panel([[[0., 0.]], [['o', 'o']]], items=['A', 'B'], minor_axis=['x', 'y'])

In [33]: panel1['C'] = 0.

In [34]: panel2['C'] = 0.

In [35]: panel1.dtypes
Out[35]:
A    float64
B    float64
C    float64
dtype: object

In [36]: panel2.dtypes
Out[36]:
A     object
B     object
C    float64
dtype: object

In [37]: panel1.loc['C', 0, :] = [5, 6]

In [38]: panel1['C']
Out[38]:
   x  y
0  5  6

In [39]: panel2.loc['C', 0, :] = [5, 6]
---------------------------------------------------------------------------
ValueError                                Traceback (most recent call last)
<ipython-input-39-57fe49e884e4> in <module>()
----> 1 panel2.loc['C', 0, :] = [5, 6]

C:\Python34\lib\site-packages\pandas\core\indexing.py in __setitem__(self, key, value)
    116     def __setitem__(self, key, value):
    117         indexer = self._get_setitem_indexer(key)
--> 118         self._setitem_with_indexer(indexer, value)
    119
    120     def _has_valid_type(self, k, axis):

C:\Python34\lib\site-packages\pandas\core\indexing.py in _setitem_with_indexer(self, indexer, value)
    460
    461                     if len(labels) != len(value):
--> 462                         raise ValueError('Must have equal len keys and value '
    463                                          'when setting with an iterable')
    464

ValueError: Must have equal len keys and value when setting with an iterable

In [41]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.4.3.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 58 Stepping 9, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.16.1
nose: 1.3.6
Cython: 0.22
numpy: 1.9.1
scipy: None
statsmodels: None
IPython: 3.1.0
sphinx: None
patsy: 0.3.0
dateutil: 2.4.2
pytz: 2015.4
bottleneck: 0.8.0
tables: 3.1.1
numexpr: 2.4
matplotlib: 1.4.3
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.5
pymysql: None
psycopg2: None
```

Pandas 0.16.2 exhibits the same error.
