I'd say that the movie's themes are more closely related to the rejection of materialism and capitalism. Tyler and the Narrators characters seems to portray something similar to Plato's "The Allegory of the Cave" (read it if you haven't).
The narrator is stuck in a world of materialism. His comfy yuppie apartment, his television set, his nice clothes, his car.. Whatever. The narrator represents the person who is shackled in the cave staring at the shadows on the wall as if they are reality, when in fact it is a distorted matrix of what reality ACTUALLY is.
Tyler represents the man who has been freed from his chains and has seen the promised land outside of the cave. He saves the Narrator from his life goals of attaining the material crap that he does not need and introduces him to fight club. (I will save further ideas on the relations of tyler and the narrator for those who have not seen the film).
A lot of people really seem confused about the fighting aspect of fight club saying that it's stupid brutish etc.. But this scene to me represents an anger and ungrounding from all they have every known. They feel that they have been cheated, so they let out their anger collectively. At first with Fight Club, then further on with project mayhem. It just seems to convey a "lost generation" more to me than just simply fighting. It also seems that fight club was a foundation of discipline for what is to come with project mayhem.
I don't think this movie really has to do with women at all. It's more about a rejection of capitalist control over the masses in western civilization.