What kind of BG are you looking for? Real? Surreal? CG? Matte Paitings?
Just go out and get some video of a BG. I can't really help you until you give me an idea of what kind of BG you're looking for. Once you get it, you'll toss it in AE, key out the green or blue, and drop in your BG. I'm not a master at it, but I can clear up a bit about it, if I knew more.