Jon Hamm will be the first to admit that being a celebrity has its perks. For starters, a personalized booth at his favorite L.A. neighborhood eatery, where he's ordering a sopressata sandwich and a Diet Coke while bundled up in a scarf to ward off the remnants of a nasty spring cold. And of course there are the legions of Don Draper fans desperate to buy a drink for their favorite antihero. "It's nice that people like what I do," Hamm says with a laugh. "But at a certain point, I can't drink that much Scotch!"

Now, with AMC's critical hit ending next year, Hamm, 43, is headed for the big screen as real-life sports agent J.B. Bernstein in the baseball movie Million Dollar Arm, out May 16, while preparing to leave the role that launched him into the stratosphere. "I've survived a lot in my life," says Hamm, reflecting on the sometimes heartbreaking road that led to fame. "I've had a lot of close calls with a lot of stuff. I think someone's watching out for me."

Born in St. Louis to parents Deborah and Daniel, Hamm lost his mother to colon cancer when he was just 10 years old, after which he and his father moved in with his grandmother. Daniel later became a partial inspiration for Draper, says Hamm. "He wasn't anywhere near as dramatically horrible as Don, but he was a successful businessman and a pretty sad guy." Despite this, Hamm's childhood was wholesomely midwestern. "I'd run around outside with other neighborhood kids until my grandmother would ring a bell. It was a different time," he says. Summer trips to Florida meant a two-day road trip. "I loved it," says Hamm. "I had my little suitcase with stickers on it from the places we'd stop."

A self-proclaimed "nerdy kid" (despite being a three-sport athlete in high school), Hamm was "a voracious reader," he says. "I was surrounded by books and National Geographics, and I would read about the moon landing, about whales. I'm still like that. With the Internet you can know everything!" Sadly, tragedy struck again when Hamm's father passed away, leaving his son an orphan at age 20. "Everyone's got a sad story," he says plainly, reflective but unemotional. "I've had two good decades and two bad ones. No one was raised in Happyland. It doesn't exist."

Hamm headed to Los Angeles, where he tried his hand at acting while he waited tables and struggled to pay the rent. "There were a couple of years when I was living on $5,000 a year," he says. "With that kind of poverty, you're not buying food, you're eating Ramen noodles and living off your roommates' largesse. It was hard." Though paying gigs started trickling in, it wasn't until age 36 that Hamm landed the role that would make him a star. "It's a rarefied experience to have worked on a show that's been this celebrated," says Hamm. "It's taught me about leading your life in the right way, which is interesting, because the character I play does not lead his life at all in the right way." Says his Mad Men costar Elisabeth Moss: "I think people love him because he's very genuine. He's not fake. What you see is what you get."

But when it comes to endless questions about Hamm's non-marital status with his girlfriend, actress and filmmaker Jennifer Westfeldt, 44, the actor isn't entirely comfortable with full transparency. "It's weird," he says of the public interest in his love life. "It's like, 'Don't you have stuff to do?' A big part of our culture is devoted to worrying about other people." The pair, who started dating 16 years ago, shrug off the curiosity and largely shy away from the spotlight. "I was never into the club scene; I feel like everybody's uncle or grandfather," says Hamm, who also makes a concerted effort to avoid social media ("a colossal waste of time," he insists) and instead prefers dinners with friends (yes, he cooks) and walking his beloved shepherd mix Cora. Still, in an age when even George Clooney can settle down, Hamm admits, "there's no ruling anything out. I'm a big believer in letting things happen."

And taking things in stride, as is his custom when it comes to fan adoration, which will likely only build as he heads toward movie stardom. Hamm remains unfazed. "It's completely arbitrary," he says. "Point me to 50 people who think I'm supersexy, I'll point you to 50 more who think I'm old or I look like their dad." As for potential fatherhood in his own life? "I like other people's kids," Hamm says, laughing. For the time being, he is satisfied being Uncle Jon to five nieces and nephews.

Given his reluctance to dwell on the darkness of his past - "It's much easier to participate in the reality you've created, rather than living in a world of regret," he says - the Diet Coke seems a far better fit for Hamm than the Manhattans so often sent his way. "I'm grateful for everything I have in my life," he says with a smile. "It's important to take stock, and I have my moments. But we all do. I consider myself a pretty happy guy."