API: Index.map should return Index rather than array
``` python
df2=pd.DataFrame([[0,1],[2,3]],columns=['c1','c2'],index=['i1','i2'])
df2.index.name='index'
df2.to_html()
```

``` html
<table border="1" class="dataframe">\n  <thead>\n    <tr style="text-align: right;">\n      <th></th>\n      <th>c1</th>\n      <th>c2</th>\n    </tr>\n    <tr>\n      <th>index</th>\n      <th></th>\n      <th></th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>i1</th>\n      <td>0</td>\n      <td>1</td>\n    </tr>\n    <tr>\n      <th>i2</th>\n      <td>2</td>\n      <td>3</td>\n    </tr>\n  </tbody>\n</table>
```

``` python
df2.index = df2.index.map(lambda x: x.upper())
df2.to_html()
```

``` html
<table border="1" class="dataframe">\n  <thead>\n    <tr style="text-align: right;">\n      <th></th>\n      <th>c1</th>\n      <th>c2</th>\n    </tr>\n  </thead>\n  <tbody>\n    <tr>\n      <th>I1</th>\n      <td>0</td>\n      <td>1</td>\n    </tr>\n    <tr>\n      <th>I2</th>\n      <td>2</td>\n      <td>3</td>\n    </tr>\n  </tbody>\n</table>
```

I think `map` should accept `inplace`

```
INSTALLED VERSIONS
------------------
commit: None
python: 2.7.11.final.0
python-bits: 64
OS: Windows
OS-release: 7
machine: AMD64
processor: Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder: little
LC_ALL: None
LANG: None

pandas: 0.18.0
nose: 1.3.7
pip: 8.1.1
setuptools: 18.2
Cython: None
numpy: 1.10.4
scipy: 0.17.0
statsmodels: None
xarray: None
IPython: 4.1.2
sphinx: None
patsy: None
dateutil: 2.5.1
pytz: 2016.2
blosc: None
bottleneck: 1.0.0
tables: None
numexpr: 2.5
matplotlib: 1.5.1
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: 1.0.12
pymysql: None
psycopg2: None
jinja2: 2.8
boto: None
```
