We were using our makefile not for the intended purpose of makefiles
but to multiplex a series of small scripts.
We can easily achieve the same result in a more reasonable programming
language and as a bonus we don't need to install a version of make on
windows anymore.
Additionally our test script had become fairly complicated and will
become even more complicated when testing of PIE buildmode is
introduced.
Allows the tests to run on Windows without having to install Mingw
(although we still want it installed so that we can run cgo tests on
Windows).

Fixes building when GOPATH isn't set.

Fixes #759