Choose your screen color wisely. Blue screens work well because blue is complementary to skin tone, which tends toward red. That means you get a cleaner edge against your actors when keying out the blue. Green works well for digital video because it offers a brighter color channel. In other words, there is more data in the green channel and more color information makes it easier to isolate that color. Choose between the two based on your needs and the quality of your camera. If you are shooting DV with 4:1:1 color compression (where the first number represents the full resolution luminescence and the next two represent the percentage of color information retained), you're better off with green.
Dress your actors appropriately. This is obvious, but it can't be overstated. Wardrobe must be planned beforehand based on the color of your screen. You can't dress an actor in blue jeans for your blue screen shoot. If you're shooting low or no budget, and you don't have a dedicated wardrobe department, that's one more detail that will fall on you. Give it the foresight it deserves or you will ruin your whole day.
Light your shots evenly. Match foreground and background light exactly. Relighting in post is time consuming and tedious, and in this case, time truly is money. If possible, use a real time keyer and a preview monitor on set to make sure you've got it right. Your preview will show you the subject against the eventual background, and lighting mistakes will be apparent right away.
Minimize spill--chroma screen color encroaching on the subject--by placing your foreground elements as far away from the screen as possible. Some spill is unavoidable, so if your space is limited and your actors must be close to the screen, then use blue. A little blue spill against skin tone is less jarring than green spill for most viewers.
Shoot progressive and de-interlace for output if necessary. Also, shoot HD even if your delivery requirement calls for SD. You want to maximize the resolution of your subject and capture as much image data as possible. You can ignore safe areas--the box in your viewfinder that compensates for the amount of image cut off by televisions--if your shot is not for broadcast and even tilt at 90 degrees--turn the camera on its side--for standing singles.