Should be no problem. You probably don't have to limit yourself in selecting varieties, either, at least on account of light/heat; the amount of sun doesn't really affect the heat experienced by the plant too terribly much (although it probably does more so in CA than in the humid southeast, I still wouldn't think the difference would be significant; a west wall should be plenty warm, though). That said, it seems like some varieties would work better, architecturally and aesthetically, for an espalier - lemons, limes, mandarins.