Modernizing cmake

[sirpalee]

I feel that at the moment the project's cmake files are in flux between the old style cmake and the new style cmake. It would be good to get everything in line with "modern cmake".

A few useful resources:

https://cliutils.gitlab.io/modern-cmake/
https://gist.github.com/mbinna/c61dbb39bca0e4fb7d1f73b0d66a4fd1
https://steveire.wordpress.com/2017/11/05/embracing-modern-cmake/
https://pabloariasal.github.io/2018/02/19/its-time-to-do-cmake-right/

Since cmake is painless to upgrade, and backwards compatible, I would like to aim for a relatively new one.

Are there any site limitations? @murphyeoin @Szabolcs