Interestingly, the Director of American Psycho (Mary Harron) has recently revealed that Christian Bale based his character on Tom Cruise:

How did you and Christian Bale develop his character in American Psycho?

It was definitely a process. We talked a lot, but he was in L.A. and I was in New York. We didn’t actually meet in person a lot, just talked on the phone. We talked about how Martian-like Patrick Bateman was, how he was looking at the world like somebody from another planet, watching what people did and trying to work out the right way to behave. And then one day he called me and he had been watching Tom Cruise on David Letterman, and he just had this very intense friendliness with nothing behind the eyes, and he was really taken with this energy.

http://www.blackbookmag.com/article/mary-harron-reveals-inspiration-behind-patrick-bateman/11810

Where are the female directors?

There are women in the Senate, women heading studios and busloads of young women emerging from film school. So why are 96 percent of films directed by men?
http://dir.salon.com/story/ent/movies/feature/2002/08/27/women_directors/
http://www.moviesbywomen.com/fwg.php

edit:
not (yet) in my top list but at least some of their films were interesting: Karyn Kusama, Samira Makhmalbaf, Mira Nair, Gurinder Chadha, Catherine Breillat, Mary Harron

That is part of the point. Here is some info from Wikipedia:

There has been much debate among fans as to what extent the movie was supposed to have taken place in Bateman's mind. It is arguable that Bateman, as is also true of the novel, never commits any acts of violence. This is arguable because: one, Patrick is always alone with his victim(s) when he commits a crime; two, the evidence of his crimes disappear mysteriously; and, three, the characters never acknowledge Patrick's obvious claims of psychosis. There are several instances in the movie where the reality of the events is called into question:
* After Patrick kills Paul Allen and drags his body through the lobby a blood trail is clearly visible. Later, after Patrick talks to Louis Carruthers, the blood trail is gone.
* When Patrick standing in the middle of a street engages in a gun battle with the four policemen, he fires at one of the police cars causing it to explode. Patrick then stares at his gun in obvious disbelief.
* When Patrick returns to Paul Allen's apartment, all evidence of his crimes are gone and there is a real estate agent present who appears to have no knowledge of the events that supposedly transpired there (though the real estate agent's hostile attitude and behavior creates ambiguity as to whether she has knowledge and is covering up the crime or not, and whether her hostility is genuine, or his paranoid perception)
* Much like the novel, this movie does make a satire of the yuppie society. With that view in mind, it is possible to come to the conclusion that the covering up of crimes and murders existed. This is highlighted when Bateman confronts his lawyer, Harold, and him saying that he had dinner with Paul Allen in London just ten days prior. This presents two possibilities: one, Bateman imagined killing Paul Allen altogether; or, two, as everyone was confusing Bateman with Halberstam, it is possible that in the fake society, no one really knew who anyone was.
* Other characters in the movie repeatedly refer to Patrick as a "loser" while mistaking him for someone else. This is taken by some as another example of Patrick's warped sense of reality reflecting his own feelings of inadequacy.
* When operating an ATM towards the end of the film, the screen suddenly displays the message "FEED ME A STRAY CAT". Patrick picks up a stray cat nearby, tries to put the kitten into the card slot and pulls out his pistol, when a nearby old woman stops him he shoots her and runs away leaving his credit card in the ATM.
* There is conflicting commentary on the DVD from Mary Harron and Guinevere Turner as to whether or not the crimes actually occurred.