Fix a couple of inconsistencies in the public interface (#1102)

* Create `_NOT_A_REQUEST` when needed. Currently, modifications    
  in the raised exception would be "global".    
* `retries` parameters were actually attempts. This has been fixed    
  to actually be the amount of retries, so 0 now means don't retry.    
* Helper function to deal with retries instead of using a range with    
  different styles every time.

telethon/client/users.py

@@ -6,8 +6,9 @@ from .telegrambaseclient import TelegramBaseClient
 from .. import errors, utils
 from ..errors import MultiError, RPCError
 from ..tl import TLObject, TLRequest, types, functions
+from ..helpers import retry_range
 
-_NOT_A_REQUEST = TypeError('You can only invoke requests, not types!')
+_NOT_A_REQUEST = lambda: TypeError('You can only invoke requests, not types!')
 
 
 class UserMethods(TelegramBaseClient):
@@ -15,7 +16,7 @@ class UserMethods(TelegramBaseClient):
         requests = (request if utils.is_list_like(request) else (request,))
         for r in requests:
             if not isinstance(r, TLRequest):
-                raise _NOT_A_REQUEST
+                raise _NOT_A_REQUEST()
             await r.resolve(self, utils)
 
             # Avoid making the request if it's already in a flood wait
@@ -34,7 +35,7 @@ class UserMethods(TelegramBaseClient):
 
         request_index = 0
         self._last_request = time.time()
-        for _ in range(self._request_retries):
+        for attempt in retry_range(self._request_retries):
             try:
                 future = self._sender.send(request, ordered=ordered)
                 if isinstance(future, list):
@@ -86,7 +87,8 @@ class UserMethods(TelegramBaseClient):
                     raise
                 await self._switch_dc(e.new_dc)
 
-        raise ValueError('Number of retries reached 0')
+        raise ValueError('Request was unsuccessful {} time(s)'
+                         .format(attempt))
 
     # region Public methods