I prefer to render a DNxHD Quicktime if it's HD, or Avid Meridian if it's SD. Then I import that Quicktime into Avid. It's a fast export so takes very little time and allows me to have a standalone file I can take to other non-Avid systems if needed.
Plus, if I have to make a change in After Effects, I can render a new version and batch import in Avid, pointing to the revised file. That way I preserve the original (in case I have to go back to it for some reason), and the batch import updates everywhere the clip is used.
If you are having issues with levels/gamma, adjust your render setting in AE. In Codec Settings, you can choose 709 or RGB. Coming from Avid, keep everything 709 and make sure any objects you add in AE are video safe.
Anything worth doing at all, is worth doing well.
- Philip Dormer Stanhope, Earl of Chesterfield