Improve typing coverage

[araffin]

Description

Addresses part of #1

Done:

• most VecEnv and wrappers

Missing:

• Vec video recorder

Motivation and Context

• I have raised an issue to propose this change (required for new features and bug fixes)

closes #87

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation (update in the documentation)

Checklist:

• I've read the CONTRIBUTION guide (required)
• I have updated the changelog accordingly (required).
• My change requires a change to the documentation.
• I have updated the tests accordingly (required for a bug fix or a new feature).
• I have updated the documentation accordingly.
• I have reformatted the code using make format (required)
• I have checked the codestyle using make check-codestyle and make lint (required)
• I have ensured make pytest and make type both pass. (required)

Note: we are using a maximum length of 127 characters per line

The remaining method without a return type are (2 because they are abstract method and one because pytype does not play nicely with it):

stable_baselines3/common/policies.py::BaseModel::forward
stable_baselines3/common/buffers.py::BaseBuffer::sample
stable_baselines3/common/save_util.py::open_path

[Miffyli]

Looked over the changes and they seem to check out, just a comment on if docstrings should be checked at the same time now that the same files being modified.

[Miffyli]

If no other docstrings are about to be modified, LGTM!

[araffin]

If no other docstrings are about to be modified, LGTM!

At the end, it was not much so I did the changes. I also improved the error messages to address #180.