In our 3 good Champions League runs we played attacking football on about 4 occasions. Against Roma in Old Trafford in the 7-1 game, against Arsenal in Old Trafford, against Milan in Milan and against Barcelona in Rome. The 7-1 game we had to go out and attack, in Milan we got obliterated, and in Rome we got humiliated. Arsenal at Old Trafford was basically the only game that in which we played attacking football throughout without getting spanked.
The rest of matches in those runs consisted of solid counter attacking football, with midfielders playing holding roles. Even Arsenal in the Emirates, we were under pressure early in the game and destroyed them with two counter-attacks and a set piece from over 40 yards. You could make an argument for the game against Milan where we won 3-2, but again, that was only when we had to. Against Barcelona in Camp Nou we played Rooney and Tevez as auxilliary full backs, in Old Trafford we scored one and shut up shop completely, against Roma in the 0-2 game Spaletti said we were the best Italian team and everyone talked about our Catenaccio, we did the same thing to Inter. Against FC Porto we scored early and shut up shop.
Last season we played better attacking football in Europe than we had done for years, and fell at the earliest hurdle since going out in 2005 - not a coincideince. It's almost impossible to win the Champions League playing great attacking football, Barcelona are the only team to have done it in recent years, and that was due to a) an awful lot of luck against a team who counter-attacked them to death in the Semi Final, and b) coming up against a team who wanted to go toe-to-toe with them. If we had done what TSO did in his CL Final, drafted a defender into midfield to replace Fletcher instead of playing another forward, we probably would have done a lot better in Rome.