Test suite leaks many objects

At the end of the test suite (I'm running `distributed/tests`):
```
>>> l = [x for x in gc.get_objects() if isinstance(x, (distributed.Scheduler, distributed.Client, distributed.Worker, distributed.Nanny))]
>>> len(l)
479
>>> pprint.pprint(collections.Counter(type(x) for x in l))
Counter({: 447,
: 19,
: 9,
: 4})
```

So the test suite is really leaking a ton of Scheduler instances...