IMO the context manager approach is much better than what I had.  I'm
still not used to using those :)

One request: I imported test_support as support because that's what it
is named in py3k, and doing it that way will make porting the patch to
py3k simpler.  It would also be nice to pep8ify the spacing by putting
two blank lines between classes (yeah, I know, a lot of the test source
is not PEP 8 compliant...but we try to keep any new code compliant, and
fix old code as we touch it).

Oh, and the reason I moved SocketServer below the import_module for
threading is that SocketServer will die on import if threading is not
available, so it seemed better to me to make the explicit check for
threading first.  Probably instead that import_module should be moved to
the top of the import list, since if it fails the module is skipped.