Hey,
It has to do with a lot of things:
1. They record with high definition video cameras with really nice lenses. You can read about the new HD cameras that are being used to shoot Star Wars III here:
http://www.starwars.com/episode-iii/bts/production/f20030516/index.html
2. They have guys with good lighting to make sure that everything is seen properly without too many shadows.
3. They take that recorded video and run it through a bunch of color processing. At the moment it seems that everthing has that sterile blue/green look to it, like in the movie Heat, Matrix or Minority Report.
4. Effects like chroma keying, stuttering, etc. to animate it.
Some people also record stuff onto proper film before digitizing it, this is my favorite of all because I like the way stuff looks on real film rather than video.
Take care,
Nick