tools: Use `throw new Error()` consistently

In preparation for a lint rule that will enforce `throw new Error()`
over `throw Error()`, fix the handful of instances in the code that
use `throw Error()`.

PR-URL: https://github.com/nodejs/node/pull/3714


Reviewed-By: Evan Lucas <evanlucas@me.com>
Reviewed-By: Colin Ihrig <cjihrig@gmail.com>
Reviewed-By: Jeremiah Senkpiel <fishrock123@rocketmail.com>
Reviewed-By: James M Snell <jasnell@gmail.com>