Put compression behind feature flags

[Jefffrey]

See parquet for reference:

https://github.com/apache/arrow-rs/blob/dcbe546529faeb9e282819d04ca1b4a3c668a747/parquet/Cargo.toml#L87-L90

(I guess the thinking is decoupling the core of the crate from third-party crates that might not have as much guarantee of maintenance, as well as perhaps only supporting the more common compression types by default, etc.)