Pick one error package

Created by: ryanslade

We currently use three different error packages:

• https://golang.org/pkg/errors/
• https://github.com/cockroachdb/errors
• http://github.com/pkg/errors

We should pick 1 and stick with it :)

The cockroach db one seems to provide the features of all the others so maybe that's the one to go for.

Or perhaps we should instead use the new %w feature from the standard lib for wrapping errors, which appears to be the main reason we use third party packages in the first place.

We could replace calls such as:

return errors.Wrap(err, "some context")

with

return fmt.Errorf("some context: %w", err)