I just used this tip (still relevant!) and thought it needed some clarification. First, get a good key with Keylight according to the screen matte view (see another tutorial if you need to).
Then, duplicate the keyed layer. Turn off the upper layer, go into the lower layer’s Keylight effect.
This is were people are getting confused. Just use Keylight on this layer to eliminate spilled color, not to do any keying. I have gotten great results just by reseting Keylight, and then selecting the color to key as the hottest part of my green screen. What you want to avoid are artifacts/noise in the dark grays.
Now, on the modes switch of the lower layer (you just color suppressed), choose to use the upper layer as the alpha track matte.
Voila! No more funky edges and much fewer grainy artifacts.