Feature Request:  pd.DataFrame() should flatten nested dicts when given list of dicts
Nested dictionaries are commonly emitted by web APIs that speak json. Getting this sort of data into pandas isn't very easy right now, without manual data structure munging, as the dicts reaing objects rather then converted into a flat naming hirerchy.

Here's a common example of data:

``` python
In [95]: data=[dict(user=dict(uid=123,full_name='Alice'),followers=1),
    ...:  dict(user=dict(uid=456,full_name='Bob'),followers=2)]
    ...: data
Out[95]: 
[{'followers': 1, 'user': {'full_name': 'Alice', 'uid': 123}},
 {'followers': 2, 'user': {'full_name': 'Bob', 'uid': 456}}]
```

Pandas keeps the dicts as objects:

``` python
In [96]: df=pd.DataFrame(data)
    ...: df
Out[96]: 
   followers                                   user
0          1  {u'uid': 123, u'full_name': u'Alice'}
1          2    {u'uid': 456, u'full_name': u'Bob'}
```

But I'd love to see something along the lines of:

``` python
In [91]:  df=pd.DataFrame(data,flatten_dicts=True)
    ...: df
Out[94]: 
   followers  user.uid user.full_name
0          1       123          Alice
1          2       456            Bob

```
