The best books I’ve found for learning After Effects:

1. After Effects 7.0 Studio Techniques by Mark Christiansen [good tutors on keying and blue /green screen techniques]
2. Creating Motion Graphics with After Effects by Trish and Chris Meyer

Both come with DVDs and lots of examples.

The blue screen I used was a rack 15′ by 20′ that sported a chroma key blue cloth curtain. I would probably try a green screen for the next project. The blue often shifted to grey when automatic focus had to be used on the camera and that made keying really difficult. I used Keylight, a keying filter that comes with the Pro version of Adobe After Effects to do the keying at first. More about this in another post. I also used Boris Continuum Complete (BCC) Linear Color Key extensively. In the end I think I got consistently better results from BCCs filter.