Use new PREFER_POLL define to control poll() usage

Rather than depending on _WIN32 which is silly, make it clear what
exactly is being done and why.

Note that the spy socket stuff and some external stuff on *nix have
had the select() implementation removed.  To support using select()
on !Win32 will require de-refactoring that's not really worth doing.
Instead, just use #error and reference the commit where the old
code can be found.