I implemented option 3. We can still change or revert it later if it's not the best one.

A few examples:

```python import pandas as pd import xarray as xr from xarray.indexes import wrap_pandas_multiindex

midx = pd.MultiIndex.from_product([["a", "b"], [1, 2]], names=("one", "two")) ```

It is now possible to pass a pandas multi-index to a Dataset like this:

```python

this returns an Indexes object (indexes + coordinates)

indexes = wrap_pandas_multiindex(midx, "x")

ds = xr.Dataset(indexes=indexes)

<xarray.Dataset>

Dimensions: (x: 4)

Coordinates:

* x (x) object MultiIndex

* one (x) object 'a' 'a' 'b' 'b'

* two (x) int64 1 2 1 2

Data variables:

empty

```

IMO the above should be preferred over passing it as a coordinate (should we deprecate it now?):

```python ds_deprecated = xr.Dataset(coords={"x": midx})

ds_deprecated.identical(ds)

True

eventually this would behave like this:

ds_midx_as_array = xr.Dataset(coords={"x": midx})

<xarray.Dataset>

Dimensions: (x: 4)

Coordinates:

* x (x) object ('a', 1) ('a', 2) ('b', 1) ('b', 2)

Data variables:

empty

```

We can pass indexes around from one Xarray object to another, e.g.,

```python da = xr.DataArray([1, 2, 3, 4], dims="x", indexes=ds.xindexes)

<xarray.DataArray (x: 4)>

array([1, 2, 3, 4])

Coordinates:

* x (x) object MultiIndex

* one (x) object 'a' 'a' 'b' 'b'

* two (x) int64 1 2 1 2

```

Skip creating pandas indexes for dimension coordinates:

```python ds_noindex = xr.Dataset(coords={"x": [0, 1, 2]}, indexes={})

<xarray.Dataset>

Dimensions: (x: 3)

Coordinates:

x (x) int64 0 1 2

Data variables:

empty

ds_noindex.xindexes

Indexes:

empty

```