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Obviously anything that would involve isolating individual regions in the picture with masks to apply local corrections. Same for anything that may require tracking stuff, including pinning those masks to moving items.
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After Effects is for doing things you can't don in Premiere Pro. More than 90% of my color correction is NOT done in AE. I only use AE to color correct a shot that I cannot correct in any other way. Back in the early days of Magic Bullet I would correct a whole film in AE and it was absolutely painful. The tools are so much better now in PPro and the other CC systems i use (Davinci Resolve) that very little of my color work needs the tools in AE.
There are some excellent online sources and some great books on color grading and theory. It would serve you to do some serious studying. I've never met a good colorist that figured it out on his own. Color theory requires both a good eye and an education. Throw in a healthy understanding of video formats, standards, and mix in a bunch of experimentation and you can probably get pretty good at it. There is a lot more to color grading than making it look good and knowing where the switches are in the software is only a very small part of the process.
With the CC 2015 release, Premiere Pro put a big emphasis on color grading. And they've improved things since then. There is even a dedicated color grading workspace that ships with it now. The Lumetri panel (despite some limitations it has) works with it really well. I particularly like the ability to just move my timeline to a clip and start tweaking without having to select the clip manually.
All that to say, color grade in Premiere as much as you can. If you run into something where you need more complicated work, take that shot into AE.