Introduce `pm.config` or `rcParams` for global & local config settings

Let me begin with saying that global variables are evil and nobody should be using them.

For things like #4372 it would be really useful to have a place where to make global config changes. Matplotlib does it and ArviZ too. Aesara also has a quite powerful config implementation that I refactored quite a bit a few months back. Or maybe we don't even need/want a place for global configuration settings?

Anyways it would be great to discuss and figure out what we want!

Update 2022-03-30 + ToDo

We have a general consensus that we want to do this. (I'm updating the title+labels in a second.)

Whoever wants to work on this should

1. Read this thread
2. Specifically investigate the options here
3. Decide which route to go for
4. Open a PR