nth groupby method on DataFrame
The nth groupby method on a Series takes the nth **non-NaN** value in the Series.

This means on  a DataFrame it's not going to be well defined...

Should we make this a Series only method?

```
In [1]: g = pd.DataFrame([['a'], ['a'], ['a'], ['b'], ['b'], ['a']],columns=['A']).groupby('A')

In [2]: g.nth(0)
Out[2]: 
Empty DataFrame
Columns: []
Index: []

In [3]: g.A.nth(0)
Out[3]: 
A
a    a
b    b
Name: A, dtype: object
```
