The special thing about the 'American psycho' is the setting. Also a big bonus point is that Christian Bale stars in this movie and gives one hell of a performance.
And the movie is far deeper than the blood and gore action. It has very strong main character who even after achieving wealth and social status as a wall street worker is empty inside because no matter how much you achieve there is always someone better and more powerful than you. The movie also gets pretty humourous at times which adds to the complexity of the film.
IMO, it's a seriously underrated movie which deserves at least 10 oscars.