ENH: Create merge indicator for obs from left, right, or both
xref #7412 
closes #8790

Adds a new column (`_merge`) to DataFrames being merged that takes on a value of `1` if observation was only in left df, `2` if only in right df, and `3` if in both. Designed to address #7412 and #8790. 

**Update:** new column now categorical with more informative labels of `left_only`, `right_only`, and `both`.

Still at draft stage, but want to get comments before trying to refine too much. 
