After Effects has this fantastic function of the "Render Queue", this is starting to show up in other programs like the Final Cut Pro X. The real purpose of this is so you can save your CPU power for "the end of the day" or whatever that equivalent is. So if you're working in the animation or motion graphics, you might do 5-10 title graphics in a day, then set them to export and walk away for the hour+ it might take for your computer to render this out.
So when you've finished up with your work, whether this is your final draft, or just a viewer draft, you'll want to add your Composition to your Render Queue.
Once it's in your render queue, you're in a good place to start making decisions on what quality and how compressed your video is. If you hit "Render" now, it will default to an "Animation" codec, which is essentially the largest, uncompressed codec available.
In order to effect this, you'll want to press the "Lossless" link. This will open up a complicated series of options.