Make sys.xxx variable references into links, note that print_last only

Make sys.xxx variable references into links, note that print_last only
works when an exception gets to the interactive prompt, and update the
examples after testing.  The last one is now a valid Sphinx doctest,
but of the preceding two one can't be made a doctest and the other one
I'm postponing to 3.x because sphinx handles doctests as Unicode strings
and that makes the 2.x output confusing.