Meta issue: CI refactoring

[jonashaag]

As suggested here #46538 (comment) I'm going to maintain this meta issue for my CI PRs. I will update it with any PRs I'm opening, and whenever the following "PR plan" becomes more concrete.

• Drop Azure and move to GHA
  • Add setup-conda action #46611
• Cache entire Conda envs to save 5–10 minutes per job
• Add Ccache to cache C compilation to save 5–10 minutes per job
  • CI: Add ccache #47360
• Add a Windows 32 bit build
• Drop the Ubuntu 32 bit build
• Refactoring
  • Upgrade GitHub Actions versions #46540
  • GHA: Use bash -el #46541
  • Reorder YAML #46542
  • Pin pytest-asyncio>=0.17 #46543
  • CI: Refactor sdist workflow and add setup-python action #46538
  • GHA: Use bash -el #46541
  • Add setup-conda action #46611
  • Use setup-conda action #47293
  • Add run-tests action #47292

[jonashaag]

cc @datapythonista @jreback @mroeschke @lithomas1

[mroeschke]

Looks like most of these are done?

[jonashaag]

Yep! I want to add Ccache and then have another look at what’s worth optimizing, in particular in terms of latency reduction for devs

[mroeschke]

Since #47360 is the only remaining items which is in flight going to close this issue out