The film will not be green screen but this was a great test to become familiar with integrating the visual effects in Apple's Shake.
-See the build under Behind The Scenes\Test Videos\test2steps.mov
Above is a reference of "Panzer Test II" and the Shake node view to create the clip. Shake unlike other programs uses a flow chart (nodes) to link footage and different compositing processes together. Below I am going to briefly talk about the process from the background to the foreground.
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The video (FIREUSE) was stock footage that was stabilized (stabilize 1 node) as the background. (see below)
Then i used a Rotoshape (rotoshape 5) to create an area for the anti aircraft fire to travel in without crossing infront of the building. This gave the shot even more depth. Below is the antiaircraft fire that i made in photoshop then animated in After Effects.
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I'm only going to show you two, but these are the layers of explosions behind the men. The stock video clips are from Detonation Films (see link page), then i applied "erased" the black background by applying a Luma Key.
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A layer above that are the shots of my roommate; I filmed him in different positions in a blue piece of cloth. Then i used a rotoshape to get rid of the white walls on either side, then i used a keylight node to "knock out" the blue. The keylight is a lot like a chroma key but it has a lot more flexibility while keying. 
This is the four shots complied with some size and brightness nodes to give some depth again.
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These are the fore ground elements. The left box is a bunker that i cut out in photoshop and the next one is the dust that passes in front of the guys. 
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This is the final nodes. Here i added a film-grain to the whole composition as well as the camera shake. On a later test i made a more relistic shake by key framing the intensity of the shake to correlate with the explosions. Below is the final composition from shake.
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Below is the final product from Final Cut Pro. I added the wide screen bars and a simple process to make video look more like film. When your video track is laid out duplicate the video clip. Deinterlace one odd and the other even (doesn't matter which). Then lay one clip on top the other, add a slight blur to the Top clip, next drop the opacity on the top clip to around 50% (you can play with it later), last use composite modes to give the clip different looks. The composite modes mix layers using different math mixtures... Just try it, its hard to explain. 
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If you have any more questions let me know, but this might help you some. :)
