Mike is right. If you don't want any further compression, then use QuickTime Animation or Uncompressed 10-bit. Both will create rather large files (read: huge) but will prevent further loss in your video (at least for the master copy).
On the other hand, you can simply save your project and all of its assets for future encoding and editing on a Blu-Ray disc, hard drive, or LTO tape. If you can collect all of the files you are using along with the Premiere Pro project file into a single folder structure and save it, you can keep the quality you have well into the future. In addition, you will also be able to quickly make future edits. With the space that an uncompressed video takes on a hard drive, burning your assets to disc may actually save you hard drive space! Just a thought!
By the way, where will the video be seen? On a website, YouTube, or disc? If you need to make deliverables for either of those mediums, I can certainly help you figure out the best codec and settings for each one!