'where' fails for single str index when reading DataFrame from an HDF file; 'in set' does not work in 'where'
#### Copy-pastable examples:

```python
import pandas as pd
fileName = 'temp/df.h5'

#### Example 1

t = pd.DataFrame(data={'k':['A','B','C'],
                       'x':[ 1., 2., 3.]})
t.set_index(['k'], inplace=True)
t.sort_index(inplace=True)

t.to_hdf(fileName, 't', format='table')

t2 = pd.read_hdf(fileName, where='k=="A"'    ) # XXX: does not work
t2 = pd.read_hdf(fileName, where='k in ["A"]') # XXX: does not work
t2 = pd.read_hdf(fileName, where='k in {"A"}') # XXX: does not work

#### Example 2

t = pd.DataFrame(data={'k1':['A','B','C'],
                       'k2':[ 10, 20, 30],
                       'x' :[ 1., 2., 3.]})
t.set_index(['k1','k2'], inplace=True)
t.sort_index(inplace=True)

t.to_hdf(fileName, 't', format='table')

t2 = pd.read_hdf(fileName, where='k1=="A"'    ) # XXX: works
t2 = pd.read_hdf(fileName, where='k1 in ["A"]') # XXX: works
t2 = pd.read_hdf(fileName, where='k1 in {"A"}') # XXX: does not work

```
#### Problem description

- 'where' queries seem to completely fail if the DataFrame has single str index
- 'where' queries do not support sets, which are much more algorithmically efficient for searches than lists (in my use cases, I select routinely keys, which belong to sets with hundreds or thousands of elements)

#### Expected Output

- It would be great to support the single index case
- It would be great to allow sets in 'where' queries

#### Output of ``pd.show_versions()``

```
>>> pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 3.6.3.final.0
python-bits: 64
OS: Linux
OS-release: 3.10.0-693.17.1.el7.x86_64
machine: x86_64
processor: x86_64
byteorder: little
LC_ALL: en_US.utf-8
LANG: en_US.utf-8
LOCALE: en_US.UTF-8

pandas: 0.23.0
pytest: 3.3.2
pip: 10.0.1
setuptools: 39.0.1
Cython: 0.27.3
numpy: 1.14.3
scipy: 1.0.1
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.6.6
patsy: 0.5.0
dateutil: 2.7.2
pytz: 2018.4
blosc: None
bottleneck: None
tables: 3.4.2
numexpr: 2.6.4
feather: None
matplotlib: 2.2.2
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: 0.9999999
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None
```
