to_panel error when DataFrame contains tz-awared datetime column
This code fails with an exception in pandas 0.18

``` python
import pandas

df = pandas.DataFrame({'dates': pandas.date_range('2015', periods=6, tz='utc'), 'nums': range(6)},
                      index=pandas.MultiIndex.from_product([[1, 2], ['a', 'b', 'c']]))


panel = df.to_panel()  # this fails
```

The error is:

```
Traceback (most recent call last):
  File "/Users/ajenkins/Library/Preferences/PyCharm50/scratches/test.py", line 6, in <module>
    panel = df.to_panel()
  File "/Users/ajenkins/dev/pandas/pandas/core/frame.py", line 1257, in to_panel
    ref_items=selfsorted.columns)
  File "/Users/ajenkins/dev/pandas/pandas/core/internals.py", line 2994, in reshape_nd
    return self.apply('reshape_nd', axes=axes, **kwargs)
  File "/Users/ajenkins/dev/pandas/pandas/core/internals.py", line 2890, in apply
    applied = getattr(b, f)(**kwargs)
  File "/Users/ajenkins/dev/pandas/pandas/core/internals.py", line 242, in reshape_nd
    labels=labels, ref_items=ref_items)
  File "/Users/ajenkins/dev/pandas/pandas/core/internals.py", line 4386, in _block2d_to_blocknd
    pvalues = np.empty(panel_shape, dtype=values.dtype)
TypeError: data type not understood
```

This is another error where code is passing a DatetimeTZDtype object to numpy.empty, and numpy is complaining because it doesn't recognize that dtype.

I tried fixing that problem with this patch:

```
diff --git a/pandas/core/internals.py b/pandas/core/internals.py
index abfc5c9..108981f 100644
--- a/pandas/core/internals.py
+++ b/pandas/core/internals.py
@@ -4383,7 +4383,10 @@ def _block2d_to_blocknd(values, placement, shape, labels, ref_items):
     mask.put(selector, True)

     if mask.all():
-        pvalues = np.empty(panel_shape, dtype=values.dtype)
+        dtype = values.dtype
+        if is_extension_type(dtype):
+            dtype = dtype.base
+        pvalues = np.empty(panel_shape, dtype=dtype)
     else:
         dtype, fill_value = _maybe_promote(values.dtype)
         pvalues = np.empty(panel_shape, dtype=dtype)
```

but then I get another error which isn't as obvious to me how to fix:

```
Traceback (most recent call last):
  File "/Users/ajenkins/Library/Preferences/PyCharm50/scratches/test.py", line 7, in <module>
    panel = df.to_panel()  # this fails
  File "/Users/ajenkins/dev/pandas/pandas/core/frame.py", line 1257, in to_panel
    ref_items=selfsorted.columns)
  File "/Users/ajenkins/dev/pandas/pandas/core/internals.py", line 2994, in reshape_nd
    return self.apply('reshape_nd', axes=axes, **kwargs)
  File "/Users/ajenkins/dev/pandas/pandas/core/internals.py", line 2890, in apply
    applied = getattr(b, f)(**kwargs)
  File "/Users/ajenkins/dev/pandas/pandas/core/internals.py", line 242, in reshape_nd
    labels=labels, ref_items=ref_items)
  File "/Users/ajenkins/dev/pandas/pandas/core/internals.py", line 4397, in _block2d_to_blocknd
    pvalues[i].flat[mask] = values[:, i]
  File "/Users/ajenkins/dev/pandas/pandas/tseries/base.py", line 210, in __getitem__
    result = getitem(key)
IndexError: too many indices for array
```

This error seems to occur because the code is assuming that the `values` property of an ND `Block` object will itself be an ND array.  However for tz-aware datetime blocks, the `values` property is a DatetimeIndex object, so when the code tries to index into it with 2 indices it fails.
#### output of `pd.show_versions()`

```
INSTALLED VERSIONS
------------------
commit: 856c3bde62fa7b753a25cfbacc544d1fa415a676
python: 2.7.9.final.0
python-bits: 64
OS: Darwin
OS-release: 15.4.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8

pandas: 0.18.0+150.g856c3bd.dirty
nose: 1.3.7
pip: 8.1.1
setuptools: 20.9.0
Cython: 0.24
numpy: 1.11.0
scipy: 0.15.1
statsmodels: None
xarray: None
IPython: 3.1.0
sphinx: None
patsy: None
dateutil: 2.5.3
pytz: 2016.4
blosc: None
bottleneck: None
tables: None
numexpr: None
matplotlib: 1.4.2
openpyxl: None
xlrd: None
xlwt: None
xlsxwriter: None
lxml: None
bs4: None
html5lib: None
httplib2: None
apiclient: None
sqlalchemy: None
pymysql: None
psycopg2: None
jinja2: None
boto: None
pandas_datareader: None
```
