API: return_type argument in StringMethods.split()
xref #9667 Now we also have string methods available on the index, the possible options for `return_type` ('series', 'frame') are a bit confusing I think: it will be confusing for users to get a Index back even if he/she supplies `return_type='series'` on a Index.str.split, or to get a series back with `Series.str.split(.., return_type='index')`? 

Possible ways to make this a better API:

1) An `expand` keyword (or another name), that indicates for `False`: give same dimension back (so for series/index keep it a series/index), and for `True`: expand series to dataframe. 
  This would then be a duplicate for `return_type` of course. But the `return_type` was only introduced in 0.15.1 (and for `partition` it is still in a PR), so if we want to change this: better now than later. Or has this ship sailed?

2) easier solution of @jreback: `return_type='same'|'expand'` to satisfy this need? (and can be easily back-compat) -> so no need to change the name of the keyword, only the arguments.
