[Python] Miscellaneous pyarrow MSVC fixes

[asfimport]

This is a key step in achieving Windows support

Reporter: Wes McKinney / @wesm
Assignee: Wes McKinney / @wesm

Related issues:

• Arrow 0.3 release (blocks)

_{Note: This issue was originally created as ARROW-867. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
PR: #575

[asfimport]

Wes McKinney / @wesm:
I adjusted title. ARROW-885 should be the last item needed to get a passing test suite in Appveyor

[asfimport]

Wes McKinney / @wesm:
Resolved by 909f826