API: Consistency in prefix / prefix_sep
Currently `get_dummies` has both `prefix` and `prefix_sep` parameters. This is inconsistent with the rest of pandas prefix / suffix arguments that have you included the separator in the pre/suffix.
- `read_csv`
- `join`
  probably others.

We should add a warning to `get_dummies` to have users change `prefix_sep` to `''` and include the separators in `prefix`.
