A user pointed out that Go didn't work with their
corp proxy, always throwing 400 Bad Request errors.

Looking at the RFC 2616, Host is always required,
even with proxies.

The old code assumed that writing an absolute URL
in the first line of an HTTP request implied
that the Host header was no longer necessary.

Double-checked behavior with curl.

R=golang-dev, dsymonds
CC=golang-dev
https://golang.org/cl/4539075