Improve Warnings

[davebulaval]

Small change to improve warning messages printed instead of Warnings and output to stderr using sys.

[oyarsa]

I think you shouldn't use sys.stdout.write(warning_message) when you're already using warnings. This would lead to the same problem as the current version (no way to programmatically suppress the warning). The warning would be printed to stderr anyway as part of the default behaviour of warnings.warn.