Deprecate save parameter of plots

[Zethson]

• [X] Closes #1508
• [X] Tests included
• Deprecates the save parameter of plotting functions
• Suggests to use sc.pl.plot(show=False).figure.savefig() instead
• Uses a Futurewarning instead of a Deprecationwarning in line with what has been done so far

TODO

• [ ] Discuss what to do with settings.figdir
• [ ] Deprecate there or in savefig_or_show

[codecov[bot]]

Codecov Report

:white_check_mark: All modified and coverable lines are covered by tests. :white_check_mark: Project coverage is 77.39%. Comparing base (2b3e605) to head (23b5d3e). :white_check_mark: All tests successful. No failed tests found.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #3675      +/-   ##
==========================================
+ Coverage   77.23%   77.39%   +0.15%     
==========================================
  Files         115      115              
  Lines       12393    12394       +1     
==========================================
+ Hits         9572     9592      +20     
+ Misses       2821     2802      -19     

Files with missing lines	Coverage Δ
src/scanpy/_settings/__init__.py	86.29% <ø> (+0.37%)	:arrow_up:
src/scanpy/plotting/_anndata.py	85.55% <ø> (ø)
src/scanpy/plotting/_docs.py	100.00% <ø> (ø)
src/scanpy/plotting/_preprocessing.py	86.79% <ø> (ø)
src/scanpy/plotting/_stacked_violin.py	86.13% <ø> (ø)
src/scanpy/plotting/_tools/__init__.py	76.76% <ø> (ø)
src/scanpy/plotting/_tools/paga.py	66.60% <ø> (ø)
src/scanpy/plotting/_tools/scatterplots.py	83.13% <ø> (ø)
src/scanpy/plotting/_utils.py	70.83% <100.00%> (+3.81%)	:arrow_up: