What is the best way (Ch.Keying)

Well the first thing you should do is EVENLY light the background color, Green?

Then build the foreground in front of it but make it far enough away so you don't cast any shadows on the screen.

Then key out the green. Check the Alpha channel for any problems. Then ad the background on a layer under the keyed one. You should be good to go inVegas just fine.

That's understandable.. but I was wondering where to assemble the BG and FG together:
a) in the keying software
b) in the NLE
???
My point is in the best quality.
Of course the Green Screen and all relevant it should be done as well as perfect

The quality you get, assuming a perfect setup, will depend on the software you use. Generally speaking After Effects, Combustion, Chromanator etc will provide better results than you can get with you NLE alone. They have much more complex algorithms. What you would want to do is export the greenscreen clips as uncompressed files, import them into the other program(s), key, export as uncompressed and reimport them into your NLE. You won't loose any quality that way and you will get the better keying algorithms.

Ok. I'll try another way: I am not talking about keying in the NLE. Yes, I agree the Combustion, Chromanator, UltraMagic, etc will be much better, than NLE.
I am asking: to do the key with real Background or instead it just with alpha(transparent). I guess it allows to put this keyed file and background file separately in Vegas...
Here is why I need it: b/c I presume that I can amend lot's of stuff with both BG and FG.
Just see a simple example: the person is walking from far to us or from us to faraway.
I'd like to keep focus on him sometimes; e.g. when he is close, I need to blur the background more than when he is faraway from us, etc.
There might be more combinations with changing focus during scene.
That's my point of question.

Oops, I have forgot mentioned that this is about 24p shot.