Improve error checking

Think about the ways users could misuse our code and add some error checking to guard against it.

Some examples to start:

• In def data(), the returnType param could be an invalid string. Ways to guard against that include:
  • do a .lower() or .upper() on returnType before the comparison
  • before the comparison, check if the value of returnType is one of the supported values, and if it isn't, throw an error that tells the user what the valid options are
• In def download(), the fileFormat param could be an invalid string.
  • Maybe check if fileFormat is one of the supported formats, and if it isn't, throw an error that tells the user what the valid formats are

Start by locating the data() and download() entry points and reading how their returnType and fileFormat parameters are currently compared. Check the linked pull request for work already underway; done means unsupported values produce errors that identify the valid options.