Fixes #3862.

There were many areas where conn.err was being accessed
outside the mutex. This proposal moves the err value to
an embedded struct to make it more obvious when the error
value is being accessed.

As there are no Benchmark tests in this package I cannot
feel confident of the impact of this additional locking,
although most will be uncontended.

R=dvyukov, agl
CC=golang-dev
https://golang.org/cl/6497070