Deprecate SparseDataFrame and SparseSeries
Closes https://github.com/pandas-dev/pandas/issues/19239

This currently includes the changes from https://github.com/pandas-dev/pandas/pull/25682, which I think is mergeable.

I think this would be good to have for 0.25.0. I think it's close, but I may not have time to push this across the finish line. Anyone interested in finishing it off?