Standard ethernet coax (RG-58) only supports 10-Base2 (10 Mbps).
Cat5 cable supports 10-BaseT (10 Mbps), 100 Base-T (100 Mbps) and 1000 Base-TX (1000 Mbps)[*]. The speed available depends on your equipment (cards and repeaters).
Unless you already have the cable I would recommend Cat5, as it is easier to handle, the hub-based network architecture is more flexible and reliable, and it has an upgrade path.
[*]1000 Base-TX is usable over Cat5, but is very intolerant of sub-standard installation. Cat5e has a better overhead is therefore recommended for any new installation.