I have to admit, I didn't think it was handled all that well, either; not the writers' best work. I think would have been much better if Beckett/Castle had not known that Ryan and Esposito were in the burning building. (Think back to Cuffed; no one knew where they were, and that made the mystery great. Cuffed was the first episode that I saw, and I immediately scrambled to see the rest of the series based on that.)
I know that Gates said that that they were now required to call in locations, but if they had simply told Beckett that they were going to check out the buildings listed in the fires they found in the car, that would have done it, because the assumption was that the files were going to come back to the precinct with them. It would have been better if they hadn't connected their locations to the fire immediately; they would have found out eventually, of course, but the plot would not have been so glaringly predictable if it took them longer.
My immediate thought was that the limited fire effects that they did use were expensive, so shooting most of the rest of the ep in green-screen was surely necessary to stay within budget.
The thing that bothered me most was that Castle had that great speech on the phone to Gates, but that it went absolutely nowhere -- the fire investigator ran up to the truck with the answer before Castle and Beckett could follow it down. Also, it was obvious who the bad guy had to be when the plans were rolled out... as one critic mentioned, it followed Ebert's Law of Economy of Characters exactly -- the character who is met in passing but not introduced, and who doesn't seem to need to be there, will be the "secret identity" person.