How much can you know about yourself if you've never been in a fight? I grant you: not much. But how much can you know about yourself if all you ever do is fight? This is going to sound a little crazy, but let me spew a few lines from the front of the novel before I dump my interpretation on you.
The barrel of the gun pressed against the back of my throat, Tyler says, "we really won't die."
(...)
"This isn't really death," Tyler says. "We'll be legend. We won't grow old."
Fight Club (yes, I know, the first and second rules... what are you gonna do, cut my balls off?) is not about violence, nor about consumerism. It's not about embracing nihilism, and it's not about living in a Starbucks world either. To be a disciple of the movie Fight Club, I'm terribly sorry, but you're going to have to think in more than yin and yang, more than black and white.

Not only did Edward Norton's deluded capitalist sheep of a character have it wrong, but Tyler Durden also had it wrong. Tyler Durden was simply a manifestation of the narrator's internal knowledge that something in his life was very, very wrong. Tyler embraced nihilism, the willful destruction of everything that tied him to his individuality: "You are not a unique snowflake!" The Narrator, on the other hand, clings to his pathetic life. He can't let go no matter what. His yin-yang coffee table symbolizes his divided mind--of course it's difficult to peel away from such a coddled life.

So Tyler Durden shows up, and there is no half-assed peeling done. In one hard, clean yank--in a fiery explosion--the Narrator's possessions, his consumerized Ikea life, his identity, all disappear, and Tyler is free to shape him.

But Tyler Durden is everything that the Narrator is not. Tyler Durden doesn't give a damn about Marla as anything other than a piece of meat. The Narrator, though he initially finds her repulsive, obviously cares for her. The only caring that occurs in Project Mayhem is a military cameraderie. The dead are bodies, evidence, wormfood, until the Narrator tells them that Robert Paulson--an oaf, but a friend--has a name!

Tyler's whole raison d'etre is getting the Narrator to "wake up", to no longer be afraid of dying or hurting (or loving, which also hurts...), to attack his life with gusto. All of Fight Club, all of Project Mayhem is aimed toward this goal. The logical conclusion (the explosions, the giant pranks) are taking the nihilistic ideal too far; but the tighter the Narrator clings to life, the harder Tyler Durden, his polar opposite, will pull him towards the void. The abyss does, indeed, gaze also, and it gazes from both extremes. From the last chapter of the novel:

Of course, when I pulled the trigger, I died.
Liar.
And Tyler died.
...
We are not special.
We are not crap or trash, either.
We just are.
We just are, and what happens just happens.
And God says, "No, that's not right."
Yeah. Well. You can't teach God anything.
Chuck Palahniuk, the author of the novel, isn't advocating suicide when the Narrator pulls the trigger. The self-inflicted wound is symbolic soul surgery. The Narrator's last words before he shoots himself are "Listen carefully: my eyes are open." That is:
"Tyler, your work here is done."
"Tyler, I'm not going to let you kill Marla to teach me about pain."
"Tyler, this bullet is going to kill both of us."

When the smoke clears, Tyler's job is done, and the Narrator, as we knew him, is dead. I think that when you see the credits roll, Marla gets to go home and sleep with the best of both worlds.
Quotations from Fight Club, novel by Chuck Palahniuk, c.1996, Owl books.