Exception when adding a unicode margins_name in pivot_table
#### Code Sample, a copy-pastable example if possible

This throws UnicodeDecodeError in python2

`pd.pivot_table(pd.DataFrame({'foo': [1,2,3]}), index=['foo'], aggfunc=len, margins=True, margins_name=u'Δοκιμή')`
#### Expected Output

Not throwing exception!
#### output of `pd.show_versions()`

<pre>
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.11.final.0
python-bits: 32
OS: Windows
OS-release: 10
machine: AMD64
processor: Intel64 Family 6 Model 58 Stepping 9, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.18.1
nose: None
pip: 8.1.2
setuptools: 20.10.1
Cython: None
numpy: 1.11.0
scipy: None
statsmodels: None
xarray: None
IPython: None
sphinx: None
patsy: None
dateutil: 2.5.2
pytz: 2016.4
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: None
openpyxl: None
xlrd: 0.9.4
xlwt: 1.0.0
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: 2.6.1 (dt dec pq3 ext)
jinja2: None
boto: None
pandas_datareader: None
</pre>


The above is a well-known problem when mixing unicode and non-unicode strings in python2: The fix (for python 2) is very simple, just add a `u` in front of the `exception_msg` string literal in https://github.com/pydata/pandas/blob/master/pandas/tools/pivot.py#L178 i.e line 178 should be `exception_msg = u'Conflicting name "{0}" in margins'.format(margins_name)`

I am not sure what's the correct way to fix that in python 3 and a python2-3 compatible way so I won't provide a PR for that.
