scripts/grml-config.sh: check whether wget and/or curl are available and fail on...

scripts/grml-config.sh: check whether wget and/or curl are available and fail on errors

On e.g. OS X wget isn't available but curl is, so check wget
is available, else try curl or otherwise report error.

While at it, fail early and on any error.

See updated version of
https://michael-prokop.at/blog/2007/12/22/make-console-work-comfortable/