Update Sphinx theme

[willingc]

The current Sphinx theme lacks a right-hand sidebar for page navigation. It would be lovely to move to something similar to the devguide.python.org theme, Furo, or ???

cc/ @pradyunsg

[webknjaz]

#791

[pradyunsg]

I think I'm no longer opposed to Furo being used here, albeit we might have to spend some time after to clean up some of the rough edges that migration will pop up.

[jeanas]

Albeit that would not bring consistency with pip, we could try pydata-sphinx-theme. I think it works well for larger docsets, due to its larger left sidebar and its selection between the top-level parts moved to the top of the page.

[webknjaz]

I'll rebase the PR, then.

[jeanas]

I'll open a PR with pydata-sphinx-theme just so that we have a preview to look at.

[jeanas]

See #1356

[pradyunsg]

Done in #791.