index_col in read_csv and read_table ignores dtype argument
xref #11728 for the multi-index case 
xref https://github.com/pydata/pandas/issues/14379 for converters

``` python
import pandas as pd
import numpy as np

from pandas.compat import StringIO

data = """Internets,Spaceships
01,a
02,b
03,c
04,d
05,e
06,f
"""

# No leading zeroes in the index because it interprets the column as numeric
print pd.read_csv(StringIO.StringIO(data), index_col="Internets")

# Expected to see trailing zeroes in the index still, got 1,2,3,4 instead. Index is int64.
print pd.read_csv(StringIO.StringIO(data), index_col="Internets", dtype={"Internets": np.object})

# Trailing zeroes now, index is object.
print pd.read_csv(StringIO.StringIO(data), dtype={"Internets": np.object}).set_index("Internets")

```

Version:

```
In [1]: pd.show_versions()

INSTALLED VERSIONS
------------------
commit: None
python: 2.7.9.final.0
python-bits: 64
OS: Darwin
OS-release: 13.4.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.15.2
nose: 1.3.4
Cython: None
numpy: 1.9.1
scipy: 0.15.1
statsmodels: 0.6.1
IPython: 2.1.0
sphinx: None
patsy: 0.3.0
dateutil: 2.4.0
pytz: 2011c
bottleneck: None
tables: None
numexpr: 2.4
matplotlib: 1.3.1
openpyxl: 2.0.4
xlrd: 0.9.3
xlwt: 0.7.5
xlsxwriter: None
lxml: None
bs4: 4.3.2
html5lib: 0.999
httplib2: None
apiclient: None
rpy2: None
sqlalchemy: 0.9.6
pymysql: None
psycopg2: None
```
