Jon Hamm, who plays your business partner, Don Draper, directed an episode that aired two weeks ago. Does the competition between the characters of Don and Roger now extend to the making of the series as well?

Not really. I thought Jon's show was well done, and I'm thrilled for him. We direct these episodes, turn them in, and Matt Weiner, our executive producer and creator, makes the edits. Mad Men is Matt's show.

So you haven't seen the final cut of your episode?

No. I just have my director's cut. You learn pretty quickly if you fall in love with your edit, you're bound to be heartbroken because it will all be re-cut.

Isn't directing a TV show that you're acting in an exercise in vanity?

Well, in my situation, having been in every episode, I feel like I know the show better than a director off the street. A full-time director probably is better than I am, but I know what went into making Mad Men. That plays out to my advantage.

When actors direct, they're often very economical. Clint Eastwood gets the take and moves on. David Fincher, on the other hand, reportedly films dozens of takes of a scene.

I'm somewhere in between. I like to try the scene over and over, but given the confines of television, I don't have that option. We have eight days to shoot an episode. I acted for Clint in the movie Flags of Our Fathers and he does one take because he thinks the scene is better before the actors begin to make choices that can deaden the life of the scene. On Mad Men, I have a bit of an advantage because I know who gets better as they repeat a scene and who's best at the beginning.

What kind of leading man did you imagine yourself to be?

When I was coming up, everybody wanted to be Tom Hanks. There was always Robert De Niro and Al Pacino—they were the heavily dramatic stuff. I always had a foot in both camps. The hardest thing was to resist the advice to be like someone else. It took me a while to figure that out.

What would the 20-year-old John Slattery have thought of playing the Roger Sterling character?

Well, if anyone would have told me this is what it was going to be like, I suppose I would have been happy. But the path you end up on means that you have to close a lot of doors, too.

Playing Roger has to be a blessing and a curse. You're on a series that's part of the national conversation, but viewers and moviegoers may never trust you on screen again.

That's right. People can't get a certain something out of their heads when they see that person. I guess I feel like I'm below the radar enough to move around and do other things.

You have a son who's 12. What do you want him to understand when he looks at this character?