Avoid unnecessary list creations
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@bryant1410 Thanks for working on this. Could you please split the PR into 4 or 5 smaller PRs (ideally one PR for each bullet point from your description)  because it's not practical to review such a large PR, especially if the changes are not interrelated?
Like in `join([... for s in ...])`. Also changed other things that I saw:
* Use a `with` statement for many `open` that missed them, so the files don't remain open.
* Remove unused variables.
* Many HTTP links converted into HTTPS (verified).
* Remove unnecessary "r" mode arg in `open` (double-checked it was actually the default in each case).
* Remove Python 2 style of using `super`.
* Run `pyupgrade $(find . -name "*.py" -type f) --py36-plus` (which already does some of the previous points).
* Run `dos2unix $(find . -name "*.py" -type f)` (CRLF to LF line endings).
* Fix typos.
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