the foundry has a users guide that has a procedural keying technique that can be pretty useful:
http://www.thefoundry.co.uk/products/keylight/user-guides/
it essentially uses 2 instances of keylight, the first to create a core matte (it calls inside mask), the second to produce the key.
another good technique is aharon rabinowitz's 'super-tight junk mattes' technique that you can find in the ae tutorials here at the cow.
and you can use both techniques on the same key to really define the area that will be affected by keylight.
for more complex spill suppression situations, andrew devis also has a tutorial here.
you can also find several techniques and tutorials here (and on the web) for creating light wrap when you are compositing your keyed elements into a shot/scene, which will usually really help to make it look natural.
Kevin Camp
Senior Designer
KCPQ, KMYQ & KRCW