Reviewed by Linda C. Brinson WESTERN ALLIANCES. By Wilton Barnhardt. St. Martin’s Press. 400 pages. $29, hardcover. Wilton Barnhardt must have had a blast writing this latest novel. What fun, imagining (and researching?!) the travels of Roberto Costa, a spoiled, rich (inherited), overgrown kid-adult who’s never held a job and much prefers Europe to his…