Improve error handling for missing files (#2551)

`os.path.exists` doesn't allow us to distinguish between permissions errors and
the path actually not existing, which repeatedly confuses people. It also means
that we try to overwrite existing key files, which is super-confusing. (cf
issues #2455, #2379). Use os.stat instead.

Also, don't recomemnd the the use of --generate-config, which screws everything
up if you're using debian (cf #2455).