Didn't we already have this discussion or was this thread on RedUser already?
You partly answered your own question, it depends on the camera and recording codec. It also depends on the amount of bright highlights and darkest shadows in your image because while just exposing normally and bringing down the image in post is often safer, and obviously will give you less noise problems, your clip point will be different than if you underexposed the image.
Also, if your scene contains objects that emit low levels of light naturally then with at a lower artificial lighting level, these self-illuminating objects will expose brighter in comparison, so the look will be different compared to working at a higher lighting level and bringing down the image.
Keep in mind that Fincher has a lot of high-end noise reduction processing at his disposal; knowing you will have that tool in your back pocket might affect your exposure decision-making process.
I think the general answer is just be conservative with your underexposure, don't avoid it completely but don't overdo it either because you can always make it even darker in post.