While it's always easier to composite static effects shots, with a little bit of planning you can incorporate simple camera movements with relatively little extra work. The key thing here is to note the distinction between the need for 2D and 3D motion tracking - the former can be done in After Effects without any plugins, whereas the latter requires much more complicated and expensive software as well as a more complex approach to capturing both the plates and the shots you wish to composite.
If you're happy to restrict yourself to "2D" camera movement - pans and tilts on a tripod, handheld pans, tilts and camera shake - and not use "3D" camera movement - tracking shots, crane moves (anything where the position of the camera changes, not just where its looking) - you can make your shots look a lot more convincing, hopefully with fairly few headaches in post-production.
Let's walk through an example shot… here, a man walks into a room, sits down on a sofa and then sees a ghost that has been standing there the whole time. We want to pan with the man as he walks through the door, creating a nice instance of dramatic irony as the audience sees the ghost before the man does.
To do this, we first work out our blocking - the tripod cannot move once we've started shooting, and to make post-production easier we've added some marks for the characters to stand and sit on, as well as a few tracking markers on the wall just in case. First of all, we shoot the man walking in, sitting down and his reaction in a panning shot. You know whereabouts the camera needs to stop each time, as there's a mark down for the ghost.
Next, we bring in a green screen, stick it over the ghosts mark and get the ghost to stand in the right position, with the camera in its end position. wheatgrinder's retroreflective chroma keying setup would be perfect for this kind of work, as it wouldn't interfere with the existing lighting in the room. At this stage, you can shoot as many elements as you need to composite into the final shot. Once we've shot the ghost, we can jump into After Effects.
First off, we'll drop the panning shot into the timeline. Using After Effects' built-in tracking tools (and if necessary, the markers we stuck to the walls) we'll track the shot. [AE specific tip - assign the tracking data to a Null object if you're planning to composite more than one layer.] Then we'll drop in the ghost layer, crop it round the green screen and roughly line it up once the pan has finished.
Once you've keyed the ghost layer you can line it up more precisely, and your shot will almost be finished. Any particle effects etc applied to the ghost will stay in place as the camera pans, so you can integrate the character into the scene more effectively. Anyway, I'll let you digest all my ramblings…