API: Always return DataFrame from get_dummies
xref https://github.com/pandas-dev/pandas/issues/19239

In preparation for hopefully deprecating SparseDataFrame / SparseSeries. Right now, I've just made this an API breaking change.

If we want to do this via deprecation, we'd need a new keyword argument to control the result type. I opted against that, because to get a warning-free `get_dummies` people would need

```python
pd.get_dummies(..., sparse=True, result_type=None/'sparse_dataframe'/'dataframe'):
    ...
```

IMO, that's too big a burden for the common case, but would be curious to hear others' thoughts here.