REF: No need to delegate to index check of whether an int is an int
- [x] tests passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Just fixing the following nonsensical error:

``` python
In [2]: pd.Series(range(10)).iloc['a']
---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-2-4a32011255fe> in <module>()
----> 1 pd.Series(range(10)).iloc['a']
[...]
TypeError: cannot do positional indexing on <class 'pandas.core.indexes.range.RangeIndex'> with these indexers [a] of <class 'str'>
```

(you just cannot do positional indexing with a ``str``, regardless of the index)

... and adding a docstring while I was at it.