This is another option we missed when moving things into the
Configuration object.
I had to make substantial changes to the tests, because many of them
were using the stderr option for new connections. However, I think the
end result is actually cleaner.
* Adds `allow_url`, `block_url`, and `block_unknown_url` methods.
* Both allow_url and block_url accept wildcards.
* Any requests to blocked URLs will be blocked immediately.
* Blocked URLs take precedence over allowed URLs.
* By default, any requests to localhost and 127.0.0.1 are allowed.
* By default, any requests to unknown hosts will print a warning.
* `block_unknown_urls` causes unknown hosts to be silently blocked.
* `blacklisted_urls=` is deprecated in favor of `block_url`.