Make sure download script covers all data files

[mcannon068nw]

The Python script to grab relevant data is missing some things

• the classes themselves are out of alphabetical order (not a big deal, just annoying)
• the actual list of classes to instantiate at the bottom is missing ChEMBL and CKB-Core at least (mabye others -- double check)

It'd also be nice to check in the file importer whether the input file is nil and raise an error, rather than getting NilClassErrors down the line