STYLE: Add additional flake8 plugins

[jschendel]

xref #20563 (comment)

Might be nice to add some additional flake8 plugins to check various things:

• Enforce using new-style classes?
  • The hacking package looks to do this (cc @mroeschke)
  • Added a related check to lint.sh in CLN: Use new-style classes instead of old-style classes #20563, which can be removed if this is added
• Enforce PEP8 naming conventions for classes?
  • Doesn't look like this is currently enforced

Any other ideas are welcome.

[TomAugspurger]

Import order :)

Linters for the docstrings and code sections of the prose docs (flake8 or otherwise) would be great.

[jbrockmendel]

Couple of options for import order.
https://pypi.org/project/flake8-imports/
https://pypi.org/project/flake8-isort/
https://github.com/PyCQA/flake8-import-order <-- tentatively looks like the best bet, need to figure out the config options
update After poking at these, I don't think any of them do what we want.

Docstrings (@datapythonista I'm going to back you up whatever your opinion is on this one)
https://pypi.org/project/flake8-docstrings/ <-- wraps pydocstyle
https://pypi.org/project/flake8-rst-docstrings/ <-- wraps docutils

Misc
https://pypi.org/project/flake8-self/ <-- check for private variable access
https://pypi.org/project/flake8-pep3101/ <-- old-style string formatting (514 hits ATM)
https://pypi.org/project/flake8-builtins/ <-- check for overriding built-in names
https://pypi.org/project/flake8-comprehensions/ <-- list/set/dict comprehensions (or do we already lint for that well enough?)

[mroeschke]

+1 for flake8-comprehensions. Would close #18464 and replace some ad hoc regexes to check for unnecessary comprehensions.

[jbrockmendel]

We've pushed pretty far down this road, and have been implementing custom linting for a while. Is there anything else to do here, or closeable?

[MarcoGorelli]

IMO this can be closed, any extra plugins can be discussed individually