BUG: Indexes and datetime objects 
I was trying to construct an index from datetime objects:

```
import pandas as pd, numpy, datetime

#idx = [datetime.date.fromordinal(n) for n in range(1,3)]
idx = [datetime.datetime.fromordinal(n) for n in range(1,3)]
df = pd.DataFrame(data=numpy.zeros(2),index=idx)
```

This code does not work. It seems that the line:
`converted, all_arrays = lib.clean_index_list(index_like)`
( from `pandas/core/index.py:3424`)

Will leave `converted` as an object ndarray rather than a native dtype. 
I couldn't peek into lib.clean_index_list since I guess that is compiled code.

Things work fine with `date`. I think things should work both for date and datetimes? 

Also, When I run `pd.Index` on the list it complains because the time part is 0, which I think is legal data.

```
idx = [datetime.datetime.fromordinal(n) for n in range(1,3)]
pd.Index(idx)

#--> OutOfBoundsDatetime: Out of bounds nanosecond timestamp: 1-01-01 00:00:00
```

Version -> `0.13.0rc1`

Thanks.
