I use the EX1/EX3 almost every day for this kind of shoot. As you said, lighting will be very important, and try as hard as you can to shoot at a -3 gain setting on the camera.
A lot of times I will choose a CINE gamma in the picture profile (I think CINE1 or 2). This help preserve the highs of the image for color correction in post.
Only other thing I would be careful about is wispy hair; the compression of the XDCAM codec can sometimes cause things like that to not key as well. Just make sure that the hair is clearly defined against the greenscreen, and not looking similar in brightness. You may want to use bluescreen for any blonds you have.
The camera records gorgeous images, you just have to be aware of its slight limitations (noise at higher gain settings, compression, etc) and make sure your lighting is almost perfect on the greenscreen :)
Also, I would assume that any reflections in that video are generated in post. Trying to capture those on-set are a major pain. LOL
Hope that helps!
David W.