Use entrypoints as an alternative to register_extension_dtype?
Right now, pandas let's you register your extension dtype. This does a few things, but the primary one is letting find your dtype given a string alias provided by the user.

An unfortunate consequence is that

```python
pd.array([1, 2], dtype="mydtype")
```

may fail, while

```python
import myarray  # registers the dtype as a side-effect
pd.array([1, 2], dtype="mydtype")
```

succeeds. We might consider adding an entrypoint. 

```python
        # Key is the string alias, value is the path to your Dtype.
        "pandas_extension_dtypes": []
```

and 3rd parties register to it with

```python
        "pandas_extension_dtypes": ["mydtype = myarray:MyDtype"]
```

This avoids any awkard import-time side effects.
