The "they all turn out to be the same person" gimmick generally irritates me, though I have been tempted to end stories like that when I can't think of any other way. It is, perhaps, slightly better than having everybody run over by a truck.
For that, and a variety of other reasons, I rank Ferris Beuller's Day Off above Fight Club (and the Stephen King one and the John Cusack movie whose titles I can't remember at the moment.) I love Ferris Beuller's Day Off.
For some reason, though, this only makes me love it more:
My favorite thought-piece about Ferris Bueller is the "Fight Club" theory, in which Ferris Bueller, the person, is just a figment of Cameron's imagination, like Tyler Durden, and Sloane is the girl Cameron secretly loves.
One day while he's lying sick in bed, Cameron lets "Ferris" steal his father's car and take the day off, and as Cameron wanders around the city, all of his interactions with Ferris and Sloane, and all the impossible hijinks, are all just played out in his head. This is part of the reason why the "three" characters can see so much of Chicago in less than one day -- Cameron is alone, just imagining it all.
It isn't until he destroys the front of the car in a fugue state does he finally get a grip and decide to confront his father, after which he imagines a final, impossible escape for Ferris and a storybook happy ending for Sloane ("He's gonna marry me!"), the girl that Cameron knows he can never have.