Replace .Close() methods with value returned from New*()

[gebn]

It's harder to forget to call .Close() when you are given a function explicitly when dialling a BMC or creating a session.

machine, close, err := bmc.DialV2(...)
if err != nil {
    return err
}
defer close()  // not machine.Close()
...

[gebn]

On the contrary, it does introduce another name into the scope.

[gebn]

Needs to return the same type for Dial() and NewSession()