Plan out your movie so you know exactly what shots require a blue screen. Because time is money, you do not want to film more blue screen shots than you need, wasting valuable actor and crew time. Consider filming all blue screen shots at the same time, minimizing expense. Many filmmakers shoot these scenes early to allow post production on them while they are shooting the rest of the movie.
Coordinate the screen color with wardrobe to avoid seeing through people. Most filmmakers today prefer green, but blue and red are widely available. Check with the local production guide or film commission to find vendors, or contact Bob Ketesz of Bluescreen LLC in Los Angeles (see Resources below).
Rent a blue screen or a studio with a screen installed. Whether you rent a screen or go to a studio will depend on your total movie budget. Light the scene to minimize a line around the actors, and consider using a waveform monitor and video camera to see the relative brightness of different areas of the shot.
Allow extra time for post production work on these scenes. Often, the most complex scenes in the movie--and the most expensive--such shots are known for playing havoc with both schedule and budget.