I've seen my fill of war films. From the more gung-ho (Rambo), to the surreal (Apocalypse Now), to the downright anti-war (MASH). Something, however, that none of them have really tried to do is to view war from the perspective of the men on the ground and their lives without having a greater agenda. It shows them as human characters.
The Hurt Locker does this without getting involved in any of the politics of the war. It follows a bomb demolition team as they go about their jobs and their lives. It is war at the micro level, a study of the soldiers doing their jobs. But what it also addresses in quite a neutral, observational manner, is the sheer thrill that some people get from being in a war zone.
I've only seen one of Kathryn Bigelow's other films, Point Break, and the action is even more boldly directed than in that film. It's up close, shot in an almost documentary style. A times it's quite fast, at others, there are dramatic moments which are quite intense.
It's out on DVD, and I thoroughly recommend it.