Trouble Exporting in After Effects / QT

Media players do not use the alpha channel so all videos with transparent backgrounds will have a black background when played in any standard media player. The only way to see if the alpha channel is there is to load the rendered footage into an app that will use the 4th channel transparency like AE, Premiere Pro, or any other NLE.

My personal codec of choice is GoPro Cineform Trillions of colors with Straight alpha. You can also use several other formats. The default Lossless With Alpha preset in the Output Module should give you a visually lossless RGBA 8-Bit file that will work with just about any NLE, but it may not open in a media player. 

How is your client intending to use the footage? If they are using it for editing then ask them for their preferred format options. I have a document saved that lists all of the different production settings for all of my clients. I never assume. I always ask them what format they would like. Only about 1 in 50 clients will ask me for a recommendation. The rest have standard workflows in place with production bibles that define every aspect of their production standards from color values, font sizes, and codecs to audio standards. My list of about 150 clients has about 15 different video and audio standards and every one of them has a design bible.