Alexandria: City of the Western Mind, by Theodore Vrettos, New York: Free Press, 2001. xx + 249 pp. IN ANTONY AND CLEOPATRA, William Shakespeare immortalized the ancient Egyptian metropolis, Alexandria. For most contemporary Americans, if ancient Alexandria is anything, it is either the site of Shakespeare's tale or the setting for the on-screen love affair between Richard Burton and Elizabeth Taylor in 1963's visually sumptuous "Cleopatra."