Assigning array of >1 dim to index produces inconsistent index
#### Code Sample, a copy-pastable example if possible

```
In [3]: s = pd.Series(0, range(4))

In [4]: s.index = np.array([[2,3]]*4)

In [5]: s
Out[5]: ---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
/home/nobackup/repo/ipython/IPython/core/formatters.py in __call__(self, obj)
    683                 type_pprinters=self.type_printers,
    684                 deferred_pprinters=self.deferred_printers)
--> 685             printer.pretty(obj)
    686             printer.flush()
    687             return stream.getvalue()

/home/nobackup/repo/ipython/IPython/lib/pretty.py in pretty(self, obj)
    381                             if callable(meth):
    382                                 return meth(obj, self, cycle)
--> 383             return _default_pprint(obj, self, cycle)
    384         finally:
    385             self.end_group()

/home/nobackup/repo/ipython/IPython/lib/pretty.py in _default_pprint(obj, p, cycle)
    501     if _safe_getattr(klass, '__repr__', None) not in _baseclass_reprs:
    502         # A user-provided repr. Find newlines and replace them with p.break_()
--> 503         _repr_pprint(obj, p, cycle)
    504         return
    505     p.begin_group(1, '<')

/home/nobackup/repo/ipython/IPython/lib/pretty.py in _repr_pprint(obj, p, cycle)
    692     """A pprint that just redirects to the normal repr function."""
    693     # Find newlines and replace them with p.break_()
--> 694     output = repr(obj)
    695     for idx,output_line in enumerate(output.splitlines()):
    696         if idx:

/home/nobackup/repo/pandas/pandas/core/base.py in __repr__(self)
     65         Yields Bytestring in Py2, Unicode String in py3.
     66         """
---> 67         return str(self)
     68 
     69 

/home/nobackup/repo/pandas/pandas/core/base.py in __str__(self)
     44 
     45         if compat.PY3:
---> 46             return self.__unicode__()
     47         return self.__bytes__()
     48 

/home/nobackup/repo/pandas/pandas/core/series.py in __unicode__(self)
    979 
    980         self.to_string(buf=buf, name=self.name, dtype=self.dtype,
--> 981                        max_rows=max_rows)
    982         result = buf.getvalue()
    983 

/home/nobackup/repo/pandas/pandas/core/series.py in to_string(self, buf, na_rep, float_format, header, index, length, dtype, name, max_rows)
   1020         the_repr = self._get_repr(float_format=float_format, na_rep=na_rep,
   1021                                   header=header, index=index, length=length,
-> 1022                                   dtype=dtype, name=name, max_rows=max_rows)
   1023 
   1024         # catch contract violations

/home/nobackup/repo/pandas/pandas/core/series.py in _get_repr(self, name, header, index, length, dtype, na_rep, float_format, max_rows)
   1048                                         float_format=float_format,
   1049                                         max_rows=max_rows)
-> 1050         result = formatter.to_string()
   1051 
   1052         # TODO: following check prob. not neces.

/home/nobackup/repo/pandas/pandas/formats/format.py in to_string(self)
    227             return 'Series([], ' + footer + ')'
    228 
--> 229         fmt_index, have_header = self._get_formatted_index()
    230         fmt_values = self._get_formatted_values()
    231 

/home/nobackup/repo/pandas/pandas/formats/format.py in _get_formatted_index(self)
    213         else:
    214             have_header = index.name is not None
--> 215             fmt_index = index.format(name=True)
    216         return fmt_index, have_header
    217 

/home/nobackup/repo/pandas/pandas/indexes/base.py in format(self, name, formatter, **kwargs)
   1525             return header + list(self.map(formatter))
   1526 
-> 1527         return self._format_with_header(header, **kwargs)
   1528 
   1529     def _format_with_header(self, header, na_rep='NaN', **kwargs):

/home/nobackup/repo/pandas/pandas/indexes/base.py in _format_with_header(self, header, na_rep, **kwargs)
   1549 
   1550         else:
-> 1551             result = _trim_front(format_array(values, None, justify='left'))
   1552         return header + result
   1553 

/home/nobackup/repo/pandas/pandas/formats/format.py in format_array(values, formatter, float_format, na_rep, digits, space, justify, decimal)
   2021                         space=space, justify=justify, decimal=decimal)
   2022 
-> 2023     return fmt_obj.get_result()
   2024 
   2025 

/home/nobackup/repo/pandas/pandas/formats/format.py in get_result(self)
   2040 
   2041     def get_result(self):
-> 2042         fmt_values = self._format_strings()
   2043         return _make_fixed_width(fmt_values, self.justify)
   2044 

/home/nobackup/repo/pandas/pandas/formats/format.py in _format_strings(self)
   2226     def _format_strings(self):
   2227         formatter = self.formatter or (lambda x: '% d' % x)
-> 2228         fmt_values = [formatter(x) for x in self.values]
   2229         return fmt_values
   2230 

/home/nobackup/repo/pandas/pandas/formats/format.py in <listcomp>(.0)
   2226     def _format_strings(self):
   2227         formatter = self.formatter or (lambda x: '% d' % x)
-> 2228         fmt_values = [formatter(x) for x in self.values]
   2229         return fmt_values
   2230 

/home/nobackup/repo/pandas/pandas/formats/format.py in <lambda>(x)
   2225 class IntArrayFormatter(GenericArrayFormatter):
   2226     def _format_strings(self):
-> 2227         formatter = self.formatter or (lambda x: '% d' % x)
   2228         fmt_values = [formatter(x) for x in self.values]
   2229         return fmt_values

TypeError: %d format: a number is required, not numpy.ndarray

```
#### Expected Output

It would be cool if this became a `MultiIndex` automatically, but otherwise it should just raise an error (or maybe it's just the string representation which is broken?)
#### output of `pd.show_versions()`

```
In [6]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit: a63bd12529ff309d957d714825b1753d0e02b7fa
python: 3.5.1.final.0
python-bits: 64
OS: Linux
OS-release: 4.5.0-2-amd64
machine: x86_64
processor: 
byteorder: little
LC_ALL: None
LANG: it_IT.utf8
LOCALE: it_IT.UTF-8

pandas: 0.18.1+174.ga63bd12
nose: 1.3.7
pip: 1.5.6
setuptools: 18.4
Cython: 0.23.4
numpy: 1.10.4
scipy: 0.16.0
statsmodels: 0.8.0.dev0+111ddc0
xarray: None
IPython: 5.0.0.dev
sphinx: 1.3.1
patsy: 0.3.0-dev
dateutil: 2.2
pytz: 2012c
blosc: None
bottleneck: 1.1.0dev
tables: 3.2.2
numexpr: 2.5
matplotlib: 1.5.1
openpyxl: None
xlrd: 0.9.4
xlwt: 1.1.2
xlsxwriter: 0.7.3
lxml: None
bs4: 4.4.0
html5lib: 0.999
httplib2: 0.9.1
apiclient: 1.5.0
sqlalchemy: 1.0.11
pymysql: None
psycopg2: None
jinja2: 2.8
boto: 2.38.0
pandas_datareader: 0.2.1

```
