DOC: add warning to append about inefficiency

In many cases, using `append` to add rows is not the best way to go, as this is very inefficient (certainly if you do this in a for loop, each time taking a copy)

If in a situation where you have this pattern of appending in a for loop, you typically want to append to a list and then concatenate all at once using `concat`.

Would by good to add a note about this in the `append` docstring.