Expand the regress test quite a bit to make sure no new regressions are
introduced by the previous libagentx commit. There's a few of the new tests
failing, mark those as such.

Properly shutdown on connection loss instead of crashing.
Found by bluhm@ while playing with setting noclose to 1 for daemon(3):
Also included in this commit

OK bluhm@

Make the binary run by linking it against net-snmpd.
Also add an actual first test. More test should probably follow, but we
have to start somewhere.

Tweak previous.

Fix regress to compile and run on current. Still not hooked up.

Regress and Makefile cleanup.
OK rob@

Regress from martijn@.