Is your feature request related to a problem? Please describe.
Currently, the Client class does not support with statement. Supporting with statement would make programmers easy to write and maintenance their code.

Describe the solution you'd like
Add __enter__ and __exit__ methods to enable with statement. Works as following would be perfect.

with bigquery.Client(location='Asia/Tokyo') as client:
    query_job = client.query("SELECT CURRENT_DATE('Asia/Tokyo');")