When I saw the trailer for Fight Club, it turned me right off. Funny, because the trailer was apparently a specific attempt to market the film differently, because the studio had lost faith in the outcome. I, for one, would have watched it first time around if I had understood what it was really about.
And their perverse marketing effort failed, and the film was unsuccessful on first release. (See the details of this on Wikipedia.)
It's a lot of different types of film: noir, humour, thriller, romantic (not romance per se), but above all, well-written and clever.
Warning, there are some serious spoilers ahead.
It's a slow film to take off, in a lot of ways. Early on, the humour carries it to a fair extent. My personal feeling is that it flags through the middle. But the final act is the reward, which combines smart writing with taut plotting, and some really engaging revelations.
The central issue, of course, is that Tyler Durden is the alter ego of the protagonist. But the exploration of the themes clearly set the film (and original source novel) as strongly multidimensional.
There is a strong coherency to this film. For example, in how the protagonist beats himself up.
There is a humour, for instance with Bob.
There is a truckload of cleverness that, like a rapid-fire comedy, it's easy to miss if you're not concentrating. For instance in how the protagonist "obtains" the gun from Tyler.
The final act is particularly satisfying, in its coherency and cleverness. For example, in the number of people that have been planted to achieve Tyler's goal - building management and police in particular.
The film's direction is very effective in the hands of one David Fincher, whose other films have included Seven (1995) and The Game (1997).
Also see the Wikipedia article for discussions of copycat behaviour and parallels with clockwork orange.
Wikipedia contains some particularly interesting insights into the production of the film - how the source novel did and didn't provoke interest and faith in the project, and how the leads were assembled. It's interesting to mull over the leads mooted, and how different the film might have been.
Especially interesting is discussion in the Wikipedia entry of the source novel, which suggests that it inspired some people to antisocial behaviour, yet inspired other people positively. Whole dissertations to be had there. That reference also includes a quote from the source novelist, Chuck Palahniuk: on a broader level "all my books are about a lonely person looking for some way to connect with other people."
Themes of dislocation, advertising, corporate lack of ethics, and diseempowerment, are much more real than a crummy advertising campaign about organised violence.
It is worth noting that plot's depiction of successes of anarchist/revolutionary aims is rather at variance with reality: very few coherent anarchistic or revolutionary actions have ever been achieved in wealthy nations.