[ENH] Better ways of dealing with multi-level column names

[zbarry]

When you have for example a dataframe of classes of object on the topmost level, and on the second level, (x,y) coordinates of that object. It's helpful to keep this layout, but operations like renaming those columns is pretty laborious.

[samukweku]

@zbarry Do you mind sharing a concrete example of this, so I can understand better? Thanks