Logger should be per client rather than global

[z-br]

It would be really great if the logger could be initialized with the client, rather than shared globally. We use many clients in one process and sometimes just want to debug one of them. It also makes reading the logs tricky, because we don't know which logs are for which client.

[MattBrittan]

Would be happy to accept a PR that implements this (I think most users, myself included, connect to one broker and the logging works OK in that situation). My preference would be that the client defaults to the global logger because this would avoid breaking existing changes (altering the logger whilst the client is running leads to a race so not too worried about breaking that).