Get rid of singleton design and most module-level variables

Provide pointer to working docs.

Update print warnings to use warnings.warn

Refactor config code

This commit also removes redundant "WARNING" and "DEPRECATION" strings and, for
the latter, sets the category (or raises) a `DeprecationWarning`.

This makes them easier to refactor and easier to invoke from elsewhere.

The hierarchical config settings are hard to maintain and hard to debug. Now
sections are marked by dunders. This is the way!

- Classes instead of functions for the `IntParam`, `StrParam`, etc.
- Strong signature for the `ConfigParam` type
- `filter` was renamed to `apply`, because that's closer to its functionality
- `is_valid` was renamed to `validate` to match `apply`
- Both `apply` and `validate` callables can now be set for all params
- `DeviceParam` was moved over to where the other config param types are defined
- Already deprecated config parameters were removed
- Add a few more tests

This way the "convert" kwarg can be removed from the signature of the EnumStr
param