Using F4 for Chase mode and Zooming in is a good method. Remember, all the F-Keys work while watching a film. F3 and rotate, or F8 and pan all are great tools to give you good angles. I usually chop up my film into small segments so I don't have to play the whole thing over and over.
Allowing a minute or so before and after the part to allow art to load.
I use FRAPS to make movies and WMM. When Setting up the shot, that film segment is started, then I drag the slider all the way to the left to stop the plane/film. When the angle is right, then click on the button, then Full screen and capture using Fraps or whatever. Short segments make it much easier to make a movie because you can repeat things in little time.
Kermit has posted some great tips in here. He is a great movie maker. Search his posts in this Forum.
EDIT: found this link
http://www.lkm818.net/Tread/AH_camtut.html