Analog:
Make sure you are using a USB 2.0 device otherwise you are limited to something like 320x240 and 15 fps because of USB 1.1's low bandwidth.
If you really want to do it right, get a PCI card.
Use
www.virtualdub.com for the capturing. It does a better job than any other tool (less frame loss, better quality, etc). There are some tutorials on how to use it to capture.
Digital:
just do it in Premiere.