These should get you rolling. Depending on what you want to do, and what level of control you want after you get your files into After Effects will determine which formats to output. Read up on RLA and RPF formats in the AE help files, and you'll see that you can bring in files that give you control over camera, z-space, textures, and lots of other things. If you know what you're bringing in, and don't need that level of compositing control, you can output a Quicktime Animation with millions of colors plus (if you need an alpha channel), or I've had good luck with Quicktime Motion JPEGs at 60fps (I was working with interlaced video at the time).
I strongly suggest that you buy one of the Trish and Chris Meyer AE books: