I agree with Mary Harron about the ending. I was always baffled - did that really happen, or was it all in his head? On another note, this movie is a masterpiece of American Cinema and a case where the film pretty much blows away the source material. 'Less than Zero' is exactly the opposite: excellent book, but terrible film. I've always enjoyed Ellis' books, but just couldn't get into American Psycho. If I read it now, Bale's character would be the only way I could envision Patrick Bateman.
I have a question regarding the "confession" scene at the end of the movie: Did Bateman kill Paul Allen or was he just fantasizing? Is it different in the book?