Unless you are doing stills, or shots with very little movement, you really need a blue or green screen to shoot. If you tried to mask out the background manually (with After Effects' normal masking tools), without the aid of a blue/green screen, it would be incredibly hard to get the edges matching up consistently in every frame. You can create a simple bluescreen, though not as good as a normal one, with a large piece of blue or green cloth or paper.
Although for the opposite, integrating 3D into a live-action scene, you can do that fine.

If you're using combustion, you can use the difference matte option. I don't know if after effects has that or not.

it's where you take a still image of the scene with no subjects and use it as a mask over the video