Do you get fed up with people mentioning, 'Damn fine coffee' to you?
No, not at all. It's nice to be remembered for something.
What's your idea of heaven on earth?
That would involve a beach, an ocean, and Linda (Evangalista, Kyle's other half for some years). And maybe a great margarita.
Were you a teenage rebel?
No, I was more of an undercover prankster, the secret class clown. I got great pleasure out of watching chaos erupt around me, and knowing I had caused it but that no one could blame me for it.
Who is the best James Bond?
Of the ones who played it? Because I was going to say me. No, Sean Connery was the best, Roger Moore and close second.
What about Pierce Brosnan?
I miss the element of danger - Sean Connery was dangerous, you always felt that it was bordering on carnal, and I found find that with pierce he's more suave. With Connery there was always that threat, that this man could actually do you some harm.
Who is the person you most despise?
Right now, it's the neighbour next door. She's just been horrible. I'm renovating this apartment in Greenwich Village at the moment. I've got the carpenters in, the roofers, electricians - we have been banging a bit, making a lot of noise - but she really is a hideous person.
Have you ever had a supernatural experience?
Not yet. Even after doing that TV thing, Roswell, I'm still waiting to see my first UFO.
What do you want written on your tombstone?
Lived to 120.
What was the last film you walked out of?
There were two about six months ago, but they were so forgettable I can't even recall what they were. Before then I nearly walked out of Batman and Robin. They've gone away from story; it's all become about toys.
Do you do your own shopping?
Yeah, pretty much. I like eating, cooking and shopping. It all goes together.
So how much is a pint of milk?
I buy my milk by the quart, about a buck 19. But it depends if you go to the Korean grocery or not.
Do you use public transport?
Yes, the New York subway system is terrific. Fifteen years ago it was abysmal, but they've cleaned it up, made it safe.
Have you ever wanted to punch a director?
Oh my God yes. I ended up punching out my trailer instead.
Do you think Hollywood's full of big babies?
There are some great people but I have a love/hate relationship with the place. But I have a really great representation out there, so I can live in New York and be a real person. It's so invasive there.
Would you let your kids do what you've done?
If they wanted to pursue it, I would let them give it a shot, but I would be more emphatic about education. I don't have any kids yet though!
When did you last worry about money?
Are you kidding? About an hour ago - I'm in the middle of construction here! I am a walking sieve, I bleed money here.
What's the best thing you've ever stolen from a hotel?
A great little ashtray from the Hotel St. Tropez - sorry could you hold on a second? (Puts down the phone, to be heard arguing at his door) Sorry, the lady I was telling you about went ballistic again.
Have you ever been arrested?
No. Although I may be, today. I think she's called the police.
How do you behave when you're drunk?
I have a lot of fun and then I die. It's like, 'Okay, I have to go to bed now'.
Do you know any good hangover cures?
Somebody told me to take aspirin before you go to bed, and drink a lot of water. And then someone else told me to try cabbage juice. Apparently it puts the electrolytes back in your body. I'd sooner suffer.
What's the worst film you've been in?
Don't Tell Her It's Me with Steve Guttenberg, probably. That was pretty bad.
What about Showgirls?
Oh, that was a horrible movie. I was so disappointed, I was embarrassed. It was a real lesson for me to going to look at all the dailies and seeing remarkable stuff - and then seeing it all put together.
How far is too far?
Tufar, that's a town in Saudi Arabia, isn't it? In that case about three thousand miles! No, seriously, if death or dismemberment are involved, tats probably too far - um could you hold on for a minute? The police are here. (Goes off for several minutes) The copes came by, very nice guys! See, it's exciting here in New York! You've got a tired old town over there! Come to New York!
Who was your favourite cartoon character as a kid?
Ah, now you're getting into an area I love! I was a huge fan of Johnny Quest, that was really the ultimate. Until Baywatch came along - just kidding! I liked the Jetsons and the Flintstones as well, but I couldn't understand that whole Betty/Barney. He seemed like a nice guy.
How long ago was your last wild night out?
Probably in Venice, at the film festival, which is great because you're completely on the jet-lag time, so you're not ready to go to bed until four in the morning. A lot of sambucas was involved.
Would you eat human flesh if your life depended on it?
Sure, I wouldn't have a problem with that.
Can you swear in a foreign language?
(Says something unintelligible) Sure I can. Italian, French, German. And I know restaurant Italian and French. And how to ask for more sake in Japanese.
Have you lied since we started talking?
No, I don't think so. The police really were here...
Interview by Caroline Westbrook