The optimum way to see a documentary like Michael Winterbottom and Mat Whitecross' The Shock Doctrine is at a film festival, such as Sundance, where it made its North American premiere this week. Unfortunately, I saw it in my living room, which is probably how most people in the U.S. will see it thanks to the Video-On-Demand cable channel Sundance Selects, which began airing the film immediately following its Park City debut.
Not to say the festival experience makes it a better film, but at least attendees of the first Sundance screening had the benefit of a post-film discussion featuring the film's directors and Naomi Klein, the author of the book upon which it's based. It's safe to assume she explained her arguments regarding "disaster capitalism" and the faults of Laissez-faire economics better than the film does. And Winterbottom and Whitecross are possibly the only ones who can defend what they had intended with their ultimately disjointed translation of Klein's thesis.
I had only the internet to use as a reference and clarifier in the end. What I learned afterward about the film and Klein's involvement in its production is that she basically walked away due to its increasing departure from what she felt an adaption of her 2007 book The Shock Doctrine: The Rise of Disaster Capitalism should look like. From what I understand, Klein's work is more investigative journalism, while Winterbottom and Whitecross have concentrated on a history lesson based upon her expose of Milton Friedman's methods of economic shock therapy.