LEFT: Mohair suit, Prada ($2,940). Saks Fifth Avenue, The Shops at Prudential Center, 617-262-8500. Dress shirt, Thomas Pink ($185). Copley Place, 617-267-0447. RIGHT: Suede jacket, John Varvatos ($2,198). Neiman Marcus, Copley Place, 617-536-3660. Crew-neck T-shirt, James Perse ($85). 17 Arlington St., 617-369 -4570. Jeans, A.P.C. ($210). Barneys New York, Copley Place, 617-385-3300. Nappa leather oxfords, Bruno Magli ($425). Saks Fifth Avenue, The Shops at Prudential Center, 617-262-8500.

Even after the success of Mad Men, now in its fifth season, and featured roles in the films Iron Man 2 and The Adjustment Bureau, Slattery can't shake the insecurity that shadows most actors. "The series will go on for a couple of seasons, and then what?" says Slattery. "Not that I want it to go on forever. That's part of what I like about what I do—the unpredictability of it all."

Slattery is happy to spend his current capital on adventurous, often small roles in independent films, such Liza Johnson's Return, where he plays a flinty, Oxycontin-snorting Vietnam War vet, or in Brian Savelson's In Our Nature, about a father who finds himself accidentally holed up in a remote cabin with his estranged son and their respective girlfriends. They both came out earlier this year, and Lance Edmands' Bluebird—which Slattery recently finished filming, playing a logger in the north Maine woods whose job is threatened by the closing of the local paper mill—is slated for release later in 2012. Irrespective of billing or box-office draw, says Slattery, "You look for things that you have an emotional and intellectual connection to, roles that excite you."

Slattery has also branched out into directing, having done so on a couple of episodes of Mad Men, and is hoping to direct his own adaptation of a Pete Dexter novel, God's Pocket. Though the latter is set in Philadelphia, the characters are small-time hoods who remind Slattery of the Boston wiseguys in films like The Friends of Eddie Coyle and The Departed. "They were menacing men who didn't have to show it because they were so thoroughly who they were," he says.


Check shirt, Black Fleece ($195). Brooks Brothers, 75 State St., 617-261-9990.

Slattery appears to be "thoroughly" who he is as well. An actor, for sure, but also a husband for the past 13 years, to the actress Talia Balsam (who was once married to George Clooney and who played Sterling's bitter ex-wife in earlier episodes of Mad Men), and a father to their 13-year-old son, Harry. Slattery says that Sterling's flaws have helped him realize just how difficult change is. Nonetheless, he hopes to avoid the same fate by evolving as an actor. "There's a line in this season of Mad Men that goes, ‘Happiness is the moment before you need more happiness.' Which is true. We're not satisfied as human beings, and that's good and bad: ‘If I have this, can I have that?' But it's not the having that's worth it. It's the opportunity to create. That's the satisfaction."