I always just assumed that "I'm wondering if another woman is really the answer we need." was adding to the homoerotic undertones...
I think apart from this (which yes, sexy Ed Norton and sexy Brad Pitt being all sexy together. DOUBLE SWOON), both movies are about rejecting sex in favor of sexuality, as part of the consumer culture. We're sold this sterile image of sex through advertising, and we try to avoid the reality of sex as a primal activity.
I'm not spoilering this because they're both fifteen year old movies, but here's some discussion of the sex in both films:
Fight Club: Helena Bonham Carter's line in bed "I haven't been fucked like that since grade school" was changed from the original "I want to have your abortion." In her and Brad Pitt's relationship, we see sex as it really is - raw, dirty, sensual. When Ed Norton is cleaning up after them, he finds a used condom and acts utterly revolted. She's the opposite of the traditional sex symbol, stripped of all romantic or "pure" sexuality, and that's why Ed struggles with his attraction to her.
American Beauty: Here sex is also right on the table (see Lester singing: "American woman, stay away from meeeee!") As a good consumer whore, he's attracted to his daughter's cheerleader friend - the innocent, perfect American beauty of the title. When he actually tries to have sex with his wife, she pushes him away because she doesn't want to spill wine on the couch (and when she DOES go get sex, it's her having sex, literally, with power - "Fuck me, your Majesty!"). Lester's redemption comes at the very end of the movie, when after chasing the virgin around he realizes that he, too, has been selling her a dream of himself that isn't real - and insists that they stop before they become sexually involved. Incidentally, it's at this moment, where he's come to terms with his sexuality and is at peace, that he's killed. And not just killed, but killed for rejecting another sexual advance from someone who can't accept their own sexuality. Interesting stuff.
I see American Beauty as a kind of updated Death of a Salesman. Both Lester and Willie Loman are pathetic and contemptuous, but only until we realize that we are all corrupted in the same way. Both of them are held in contempt by their families, their bosses, and the audience (initially, anyway). That's why Death of a Salesman is a tragedy to me where American Beauty isn't - they both die at the end, but Willie Loman dies still trying to achieve the american dream. Lester Burnham dies after realizing that the american dream is not worth achieving, and turning his back on it.