configure: add some more error checking/reporting for required programs

configure: add some more error checking/reporting for required programs

A list of major things like ksh, cpp, etc are saved in a list if they
are not found.  If this list is non-empty when configure is nearly
done, an error message is displayed listing the missing programs.
This is less annoying than stopping after every missing programs.

Also, removed the X11/Xm header checks for now.  Those need to take
into account X_CFLAGS in some way since these files are located in
dirfferent areas on different OS's (obsd puts them in
/usr/X11R6/include for example).