Categorical fixups
Some fixups for Categoricals.

Fixes: #3678 
- [x] Maybe change Series.cat after the discussion in https://github.com/pydata/pandas/issues/7207 ?
- [ ] remove Series.cat from tab completition if Series is not of dtype category
- [x] fix for the "FIXME" in unittests
- [x] Look at problems in docs (-> hdf support)
- [x] Fixup Comparison thingies...
