How to capture video best for keying

I was wondering if there is a better way to record video. Right now, I'm using the Canon XH A1 and I record straight from the camera via firewire and capture using Premiere Pro. I record using the HDV format. I know that keying can be a problem while using a type of DV format and was wondering if there is a better way to capture the video so that keying will be a little bit easier. I'm new to after effects and premiere, well, video editing in general. I have to export in flv and it seems the combination of these factors produces ok results but I'm sure they can be better. If any of you guys have tips on video capturing, please let me know.