I'm a vagabond. I have a suitcase that is ready to go at a moment's notice. The thought of being in one place for a long time, or playing one character for a long time, is terrifying for me.

My family survived losing money to Bernie Madoff incredibly well compared to others. We looked at each other and said: "Well, we're still healthy, we still have each other. Let's roll up our sleeves and get the fuck back to work."

Sons just want to kick their fathers' ass sometimes. My dad was an architect, and he wasn't a rich guy, but in our little world in Philadelphia he was famous. He loved to see his picture in the paper. I wanted to be more famous than him.

This is the time of year that I sit around and watch everybody else get nominated for Oscars. I have semi-facetiously called it The Bitter Season.

Part of being a man is learning to take responsibility for your successes, and for your failures. You can't go blaming others, or being jealous. Seeing somebody else's success as your failure is a cancerous way to live.

You are only ever as happy as your least-happy child. You want your children to live a life with as little struggle as possible, and you never want bad things to happen. But, of course, that's just not realistic.

Having two actors in a marriage can mean you are apart a lot. My wife [Kyra Sedgwick] and I have a deep trust of each other and a deep understanding of what we both do. She texted me this morning, on her way back from a night shoot, and it just said: "I hate nights." I know – I hate nights, too.

Conversions do happen. My entire life was kind of built on being a New Yorker who hated LA… and now I really like it. We just bought a house there.

I can't say that my career took off after Footloose – it didn't. It was a pinnacle, and after Footloose my career started going down the shitter.

Having parents who are supportive of the arts makes you focus on what you can create. My mother would say: "You don't need to buy a toy – make a toy. You don't need to watch TV – put on a show."

Tapping into the darker sides of myself has never bothered me. I've played a lot of bad guys, and I'm good at leaving my work at the office.

Nature is stronger than nurture. My four older sisters don't perform; they don't feel that need to show off. There's something in my DNA that pushed me to it.

Fame is very much a double-edged sword. I had a prosthetic disguise made, because I wanted to see what it would be like not to be recognised. I didn't like it very much – no one was nice to me. People didn't bother me, but they also looked right through me.

Actors want to be famous. That's what drives us. Don't believe people who say: "Well, you know, he's an actor, but he's actually really super-shy." Nonsense.

The very fact that anyone would give me a job is still kind of exciting to me. So if somebody actually wants me, they can usually talk me into it pretty easily.

The Following begins on Sky Atlantic on 22 January