Yeah, the book ending is different. Or rather, the movie one is.
--SPOILER--
In the book, Jack (actually, its Joe, but whatever) also shoots himself and lives. However, nothing explodes because Tyler used the wrong stuff (paraffin) to make the explosives. After shooting himself, Jack says he goes to Heaven, but the way he described it, its pretty obvious that he's in a mental asylum.
And then at the very, very end, you've got some punched out guys who work as janitors and stuff in "Heaven" and they say "its all going according to plan, we're looking forward to getting you back sir"