NEVADA, Iowa, Oct. 3 — Twenty-four minutes after he began speaking in a small restaurant the other day, Fred Thompson brought his remarks to a close with a nod of his head and an expression of thanks to Iowans for allowing him to “give my thoughts about some things.” Then he stood face to a face with a silent audience. “Can I have a round of applause?” Mr. Thompson said, drawing a rustle of clapping and some laughter. “Well, I had to drag that out of you,” he said. Mr. Thompson is a former United States senator, a television actor...