I'd never actually read any Chuck Palahniuk before today, but I found that enjoyable on a few different levels myself. Like you say, it's a powerful narrative and the ideas are all brought together in an interesting way to say the least. I'd actually heard of the story before, in an article on short stories that will disturb the reader I think, and I wasn't disappointed. Like Timmy mentioned, I was a bit light-headed too, because I can never help but feel a piece of writing physically when its that vivid, a good sign for the writer obviously.
I'm not actually all that much of a fan of Fight Club. It might be because I was tired when I watched it, or because I already knew the twist, but I didn't really find it interesting. Definitely humourous when it wanted to be, but eh, I don't know. That probably held me back from getting acquainted with Palahniuk. It's unfair, but yeah. Maybe I'll look into him some more now, and I remember reading a review of Choke (the film version) that seemed okay.