Allow per-request setting of options on the Curl easy_handle #148
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This allows any of the more esoteric CURL options to be applied as necessary on a per-request basis.
This is the bare-bones approach to fixing #141 which I'm using in HTTPDownloads.jl (I had to vendor parts of Downloads to do that).
I can go ahead and add tests / docs if this seems like the right approach.
The thing I don't love about exposing the easy handle as part of the official API as it ties this package more closely with libcurl at an API level. Perhaps that's mostly solvable with documentation though + exposing more of the commonly needed operations so people don't need the escape hatch.