My usual workflow when working with git, is something like this:
Use the set-upstream arg:
git branch --set-upstream local-branch-name origin/remote-branch-name
Running the above command updates your .git/config file correctly and even verifies with this output:
"Branch local-branch-name set up to track remote branch remote-branch-name from origin."
EDIT: As martijn said: "In version Git v1.8.0, --set-upstream is deprecated. Use --set-upstream-to instead."
git branch --set-upstream-to local-branch-name origin/remote-branch-name
See this for more information.