Harmonize plotting API

[eroell]

Description of feature

Plots slightly differ in what arguments are used to show/return/save, and how they work.

E.g.
-ep.pl.ols() takes a show argument, and returns an Axes object if show=False
-ep.pl.plot_embedding() takes a show and a return_fig argument, and returns an Axes object if show=False, but a Figure object if return_fig=True

TODOs

• Collect the different styles and flavors
• Decide for patterns to keep
• Harmonize