Part of the allure of the tracking shot is the challenge in executing complex camera moves so that they seem natural and appropriate for the film.
Generally, a tracking shot is accomplished through the use of a dolly, crane or steadicam in professional motion picture production, which affords the heavy camera a smooth path from beginning to end. Long setups are often required to light the set and practice the choreography of the shot, because during the filming the cast and crew have to work in complete synch. The actors have to hit their marks, the focus puller has to keep them in focus, the camera operator has to keep them in frame, the grip has to push/pull the dolly and there is little room for error. Although it's possible to avoid all that: the simplest method for creating tracking shots is handheld camera work; by far the most cost-effective technique, whether the operator is walking with the camera shouldered or riding along on a wheelchair/skateboard/car. Check out the shaky point of view shot as the astronauts approach the first monolith on the moon in 2001. Legend has it that Kubrick himself hefted the huge 65mm camera onto his shoulder for some of those shots. Sometimes, a variety of different techniques are combined to create long tracking shots that seem impossible, such as the final shot of Spike Jonze's video for It's Oh So Quiet in which the steadicam operator and Björk step onto a crane and rise above the street.
Today, all you need is a vision and the technology will be there to support it. With computer-controlled motion capture cranes, Spielberg created a shot in Minority Report that followed a swarm of robots through a tenement, floor to floor and room to room and eyeball to eyeball, as they searched for fugitive John Anderton. But for those budding filmmakers without multi-hundred million dollar budgets, just walk around with your eyeball pressed against the viewfinder of your camera for practice so that you can see what the world looks like through the lens. And when you're ready to shoot, strap yourself to anything with wheels and get a friend to push you in the right direction...