doc: add undici notes
We discussed in https://github.com/nodejs/node/issues/38533 that once undici@4 is released we would in some fashion update the documentation to encourage users to use undici instead of the core http client.
I've tried to identify where in the documentation we might want to add a note and also updated the few examples I could find that use the core client to instead use undici.
I think I need a little help here in terms of what would be the best way to achieve this "encouragement", e.g. where in the documentation and what is an appropriate phrasing. I don't think we want to deprecate the core client just yet. We consider undici stable per se. However, due limited usage in the ecosystem I would still consider it experimental in the context of Node core.