Wrong dtype for empty Series.
Creating an empty Series with `dtype` as a string-type results in an instance with `dtype=object`.

``` python
import pandas as pd                                                                                           

dtype = 'S1'                                                                                                  
ps = pd.Series([], dtype=dtype)                                                                               
assert ps.dtype == dtype, "Series dtype = %r; requested dtype = %r" % (ps.dtype, dtype)
```

```
Traceback (most recent call last):
  File "issue_2.py", line 5, in <module>
    assert ps.dtype == dtype, "Series dtype = %r; requested dtype = %r" % (ps.dtype, dtype)
AssertionError: Series dtype = dtype('O'); requested dtype = 'S1'
```
