I'm not sure Spielberg uses extravagant settings in Saving Private Ryan; his sets are WWII beaches, battlefields and villages, which is accurate to history and the fact-based tale he is telling. Spielberg does, however, use extravagant, state-of-the-art visuals to depict the horrors of war in a you-are-there docudramatic approach.
One of the most arresting visual choices Spielberg makes is the use of shaky, hand-held camera; lenser Janusz Kaminsky and his team would run amongst the soldiers to create a chaotic, orderless mess of images.
In addition, he uses a sepia-toned film stock that often captures lens flares to create a 1940's newsreel feel. The film is practically colorless though it is shot in color; Spielberg is underscoring the brutality of war with muted tones and gray, dreary, muddy shots of the rainy spring.
Spielberg uses two major set pieces to tell his story. First is the opening Omaha beach invasion by the Allies, a magnificent 30-minute Guernica-like tapestry of bloodshed, mayhem, and death. The swirling hand-held camera has a dizzying effect and the red waters and severed limbs from the perspective of a soldier combines to make the most accurate depiction of D-Day ever committed to the screen.
The second set piece is the battle at the bridge, which is a war movie staple, from The Bridge on the River Kwai to The Good, the Bad and the Ugly. But this is no minor homage. Spielberg again uses this set piece to show the heroism of the troupe in seperate stories as the soldiers branch out to vanquish the enemy Nazi brigade.
In between these two sets pieces are more languid visuals which underscore the boredom of war in between battles. The greenery of the French countryside is brought to life and shots are more static and composed as we listen to conversations and watch characters develop.
As to human consciousness, the film visages the two sides of war: the chaotic darkness of combat and the youthful energy of the inexperienced soldier; the juxtaposition makes us ask at what price is glory yet firmly argues that some battles, in spite of the innocent lives lost, are worth fighting.