Python: setuptools no longer vendors its dependencies

[FRidh]

Issue description

From version 34 on setuptools no longer vendors its dependencies.
https://github.com/pypa/setuptools/blob/master/CHANGES.rst#v3400

This affects how we currently bootstrap setuptools. The recommended method is to install the setuptools wheel and the wheels of all its dependencies. Because all these dependencies end up in the 'global scope' during installation, I foresee issues when users would like to install other versions of the dependencies.

The only solution I see is to always build packages that are dependencies of setuptools from wheels, and never from the source archives.

[FRidh]

No longer vendoring dependencies seems to cause quite some trouble pypa/setuptools#980.

[FRidh]

setuptools 36 vendors its dependencies again.
https://github.com/pypa/setuptools/releases/tag/v36.0.0

[FRidh]

We now have 36.0.1 so closing.