That can really depend on what you're doing. If you don't want to render once you import your clip into Final Cut, then you'll want to export a clip from AE that has the same project settings as in Final Cut. If you want something more quality than what you might be working with, there are a number of good codecs that are basically lossless in terms of quality. Animation Quicktimes, uncompressed Quicktimes, targa sequences, and tiff sequences will all yield high quality results for starters. There is a limit to what Final Cut can handle, so putting a 32 bit float file in Final Cut might not yield the results it could since Final Cut has to clip it off. You basically need to figure out what you're going to need per project, because sometimes you just need a simple title and other times you need heavy compositing, etc. If you can be more specific about your project I might be able to help a bit more...
