Significant alignment and signed-intensity anomalies of local features of the cosmic microwave background (CMB) are detected on the three-year WMAP data, through a decomposition of the signal with steerable wavelets on the sphere. In addition to identifying local features of a signal at specific scales, steerable wavelets allow one to determine their local orientation and signed-intensity. Firstly, an alignment analysis identifies two mean preferred planes in the sky, both with normal axes close to the CMB dipole axis. The first plane is defined by the directions toward which local CMB features are anomalously aligned. A mean preferred axis is also identified in this plane, located very close to the ecliptic poles axis. The second plane is defined by the directions anomalously avoided by local CMB features. This alignment anomaly provides further insight on recent results (Wiaux et al. 2006a). Secondly, a signed-intensity analysis identifies three mean preferred directions in the southern galactic hemisphere with anomalously high or low temperature of local CMB features: a cold spot essentially identified with a known cold spot (Vielva et al. 2004), a second cold spot lying very close to the southern end of the CMB dipole axis, and a hot spot lying close to the southern end of the ecliptic poles axis. In both analyses, the anomalies are observed at wavelet scales corresponding to angular sizes around 10° on the celestial sphere, with global significance levels around 1%. Further investigation reveals that the alignment and signed-intensity anomalies are only very partially related. Instrumental noise, foreground emissions, as well as some form of other systematics, are strongly rejected as possible origins of the detections. An explanation might still be envisaged in terms of a global violation of the isotropy of the Universe, inducing an intrinsic statistical anisotropy of the CMB.