I find the direction great in the way it takes the material and treats it without much cinematic flair, but at the same time doesn't reduce the film to a TV documentary, instead finding a fine middle ground. It's a procedural taken to the extreme: going step by step through cold hard facts, with an atmosphere of mostly ordinary corridors and offices, underlined by sustained low-key intensity - it's a determined, meticulous, obsessive film about determined, meticulous, obsessive people. It's a laconic and perfectly fitting style, and by the end of the film, all those individual scenes add up very well to show just how massive and all-consuming the work of finding UBL was.
That all doesn't mean that the film is sterile and simply goes through the motions, as Bigelow has a couple of tricks up her sleeve with regards to storytelling, suspense and audience manipulation. Take just the opening scenes: the first thing you hear is a desperate phone call from one of the Twin Towers, it's unexpected, immediate and bone-chilling. From there Bigelow immediately cuts to a detainee being tortured, and she takes you on a bit of an emotional journey: after that phone call you want to see this guy get tortured, no matter how big or small his contribution to the attacks might have been. But it's not long before the lack of visual flair, along with the way the actual torture goes down, bumps you back into reality to make you realize how cruel, pointless and not black-and-white it all is.
In these opening scenes, Bigelow is also hardly concerned with pointing out to the audience who the protagonist is: not knowing anything about its plot, you might as well think Dan is the main character, and wonder just where the hell can he go from here. Alas, turns out it's not him, but he's not forgotten, and moves in a completely natural way to being a supporting character. Staying with Dan for a moment, it's precisely Bigelow's directorial restraint that helps emphasize two great points: the way Dan first simply tortures Ahmar and then simply has a perfectly friendly conversation with him helps the latter situation look and feel almost perverse. Then, the way Dan goes from torturing people in Pakistan to pushing papers in DC makes you wonder just how many other people you see walking down those corridors might have come from the same background. What if Kyle Chandler's character did that too once? What about Mark Strong's character? Bigelow doesn't spell it out, but she doesn't need to: it's a perfectly natural question for you to ask once you put two and two together.
Then there's the suspense, approached differently in two key pre-raid sequences: the explosion at the restaurant and the explosion of the car on the CIA territory. In the first instance, it comes completely out of nowhere; in the second one, you immediately fear the worst and think that yeah, the worst is likely going to happen, but hope until the last second that it won't; it's all drawn out and tense and anxious as hell. Both times, Bigelow's approach completely works.
I've probably already written too much here, so I'll just quickly mention that I find equally great the raid scene, the comparison of Maya to America itself that's made totally clear in the final scene, complete with the "well, what now?" question. There's also an argument to be made about the movie painting a full picture of what "modern warfare/manhunt" is like (all those giant monitors, tons of document work, "we don't deal in certainty we deal in probability" etc), but that plays second fiddle to the whole obsession/procedural thing. The score suits the mood perfectly, the editing is masterful, all the actors nail it - there aren't a lot of showy moments, but the movie's realistic tone extends fully to its characters - these are real people you're watching. So there you have it.