"Fury drives us to our finest heights and coarsest depths," writes Salman Rushdie in his new novel. He should know. Fury has attended him externally since 1989 when the Ayatollah Khomenei pronounced the fatwa of death on him for his book "The Satanic Verses." Fury has attended him internally for much longer. From the moment he began his life as a professional exile, leaving Bombay for the class-ridden environs of Rugby School and Cambridge University, he has been pursued by furies through a turbulent and often public private life. Now this professional wanderer has turned up in New York City and written a novel called "Fury" about the city of the rich.