They all work somewhat differently and you will find some shots work better with one than another. Usually a good key is pulled with a combination of techiques including multiple keying effects, garbage mattes, rotoscoping, spill suppression and light wrapping.
Lots of useful info and tutorials here and here.
- The Great Szalam
(The 'Great' stands for 'Not So Great, in fact, Extremely Humble')
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These tips are PRICELESS in helping you understand and decide what would be the right door to choose to get results before just guessing and then choking, suppressing, etc. It's like a Rubix® cube. You could easily play with aliasing for hours if you can't identify your tools.
The additional links are great, I've actually seen a few of them already. I just read The After Effects Illusionist, am onto After Effects Expressions, and then will probably go back to practicing Mocha over and over again until I can't sleep with going over some endless track.
These tips will DEFINITELY help the workflow process.