Adobe After Effects vs. Final Cut Express for chroma keying
I haven't tried chroma keying in Final Cut Express, but I'm pretty sure it depends on your needs and workflow. If you use Premiere for editing movies than AE should be more integrated. 

Yet, if you really want to get awesome results and have some spare bucks, I'd say you look at some plugins. After all neither AE nor FCE is specialized in chroma keying. There are plenty of companies out there that build specialized plugins that might give you better results, and they usually offer them for all video solutions (AE, Premiere, FC, etc)