I just completed our first video shot against a blue screen. It turned out well, but I had to use Premiere Pro CC's Ultra Key because Vegas' chroma keyer lacks the fine adjustment controls required to pull a clean key.
I did download a trial of Boris' Chroma Key Studio plugin for Vegas but timeline performance was unusable and rendering time increased 6-fold so I didn't buy a license.
I'm hoping there's an effective way to do chroma keys in Vegas - any ideas?