'mode' docs fix: the file must always be opened in binary in Python3.

Bug in Wave_write.close: when the close method calls the check that the header
exists and it raises an error, the _file attribute never gets set to None, so
the next close tries to close the file again and we get an ignored traceback
in the __del__ method.  The fix is to set _file to None in a finally clause.
This represents a behavior change...in theory a program could be checking for
the error on close and then doing a recovery action on the still open file and
closing it again.  But this change will only go into 3.4, so I think that
behavior change is acceptable given that it would be pretty weird and unlikely
logic to begin with.