(Chroma key is always hard edged and gives a cutout look.)
Then I added the Color Key filter. Picked the Key BG color, Set the Color Tolerance to 100 and used edge feather controls to achieve the edge rounding that I had lit the scene for.
The results from the combined effect filters were easily as good as I achieve in AEFX Keylight and this process was so much faster. Either used individually did not achieve the same result.
BTW - AEFX CS4 was not rendering out good keys (as I was used to in CS3) so thats why I was forced to adapt my method.
Mark Weiss added:
I find this works better with the use of ChromaKey plus Non-Red Key filters. The non-red key removes some of the green screen spill around edges of the subject. You may have to apply some Fast Color Corrector to take the redness out of the skin tones caused by the non-red key.