API: Use object dtype for empty Series
Currently an empty `Series` has a float dtype:

```python
In [15]: pd.Series().dtype
Out[15]: dtype('float64')
```

This is consistent with NumPy, but inconsistent with the rest of pandas:

```python
In [18]: pd.Index([]).dtype
Out[18]: dtype('O')

In [19]: pd.DataFrame(columns=['A']).dtypes
Out[19]:
A    object
dtype: object
```

I think it's best to just make all our containers treat empty as object dtype, unless explicitly told otherwise (excluding specialized containers like `Int64Index`).