Keep in mind (unless you are doing a tutorial with perfect footage) that there are very few instances out there where you are going to cick on a color, and immediately pull a perfect key. Masking is going to be needed in many cases. Hopefully, you can pull a good enough key that your mask doesn't need to be absolutely tight to the subject, but can have some breathing space.
Obviously you need to play with your ranges. turn your different settings on and off, and adjust each one indivdually. it just takes a lot of tweaking, especially if you are working with highly compressed footage.
As for the masks, perhaps you should think about working with each mask in a different node, and combine them at the end. Play with your layer nodes and see what you can come up with. Sometimes trying to do everything in 1 node is more trouble than its worth.
[Glenn Sakatch]"Sometimes trying to do everything in 1 node is more trouble than its worth. "
And occasionally you want to "tee" something up in a preliminary node to hit it squarely down the node tree, like pushing a green-screen in a parallel node, pulling the matte and feeding it into an isolation/qualifier "alpha"...
"I always pass on free advice -- its never of any use to me" Oscar Wilde.
If you're on v10, pp. 468-481 of the user manual covers secondary isolation pretty thoroughly. I find you're generally better off including more than less, to avoid tearing and a "chattery" key, but a lot depends on the material you're working with. And as Joe mentions above, a lot also depends on where in the node tree you're trying to do the secondary.
The excellent tutorials from Alexis Van Hurkman and Warren Eagles go into basics like this in great detail.