Add shutdown options for the client classes

[feywind]

We are planning to add updates to the close() methods to allow for a more deterministic shutdown process. This will take care of issues like these:

#1860
#1856
#1665
#1648

The three options boil down to this:

• Wait for everything to finish dequeuing
• Bail immediately (and maybe return IDs of things that were pending)
• Nack everything in the queue and wait for those to send