Put dependency files to a separate directory.

Put dependency files to a separate directory.

Currently the dependency files are stored in the same directory as the
object files. This moves these files to the new build/deps directory
instead, and makes "make clean" remove the objects directory while
"make clean2" now removes the whole build directory.

As a side effect of this change, the $(all_objs) variable now contains
only the non-directory part of the objects, so we may get rid of the
directory-stripping in the test makefile.