Repair redirect handling and raise URLError on host-not-found.

Repair redirect handling and raise URLError on host-not-found.

The latest changes to the redirect handler couldn't possibly have been
tested, because they did not compute a newurl and failed with a
NameError.  The __name__ == "__main__": block has a test for
redirects.

Also, fix SF bug 723831.  A urlopen() that failed because the host was
not found raised a socket.gaierror unlike earlier versions of
urllib2.  The problem is that httplib actually establishes the
connection at a different point starting with Python 2.2.  Move the
try/except to endheaders(), which is where the connection gets
established.