issues at first running gaussian_example.py

Dear bilby tamers,

at my very first attempt to play with this exciting new fluffy marsupial pet inference tool, I've run into the following issues trying to run gaussian_example.py with the 0.3.0 release from pypi.

• shebang issue on my Debian laptop:
  bash: ./bilby_gaussian_example.py: /bin/python: bad interpreter: No such file or directory
  -> I believe #!/usr/bin/env python would be more portable for executable scripts like the examples

• 2. Dynesty sampler running all the way to completion (though it's of course very quick in this example), and only afterwards getting:
  IOError: ``outdir`` does not exist
  This can of course be easily fixed on the user or example script level with a preliminary mkdir, but presumably it would be good to have bilby.run_sampler() itself check that outdir exists before running, in order to save waste of resources in non-trivial cases...?

• 3.+4. After making an outdir and rerunning, got the following errors at the end, not sure if the "nan" are results of the pickling problem or independent. It still succeeded producing the corner plot and h5 file, though.

11:25 bilby ERROR   : 

 Saving the data has failed with the following message:
 Can't pickle <type 'instancemethod'>: attribute lookup __builtin__.instancemethod failed 


11:25 bilby INFO    : Results saved to bilby_test/
11:25 bilby INFO    : Summary of results:
nsamples: 3572
log_noise_evidence:    nan
log_evidence: -301.046 +/-  0.075
log_bayes_factor:    nan +/-  0.075