Allow the caller to use a simple "for" loop without checking
arguments.

Allows constructing the request first and set the URL later.  This is
needed because curl_easy_escape() is needed to construct the URL,
which however needs the CURL "easy" handle created by the Request class.

This is another instance of the kludge we already have a few lines
above that.  It works around a deadlock/race condition revealed by
commit 98a7c62d

Allow using libyajl in other parts of MPD.

Allow implementations to install the "real" input later.

Prepare to allow callers to pass custom request headers.

Allows the caller to decide whether to enable the feature.

The IcyMetaDataParser cannot be initialized already in OnHeaders(),
because it will be initialized late in that method; and there will not
be another OnHeaders() call, because streams with Icy metadata are not
seekable, thus there will not be another HTTP request.

Fixes thread sanitizer warnings.

This attribute shall be used only for IsInside() to make this safe
against a race condition described in #188:

> There is no requirement on the implementation that the ID of the
> created thread be available before the newly created thread starts
> executing.

http://pubs.opengroup.org/onlinepubs/009695399/functions/pthread_create.html):

This means that on some pthread implementations (e.g. Haiku), the
assert(thread.IsInside()) could fail.

Closes #188

This method is only used inside assert().