Do a search, hopefully the threads on this subject haven't disappeared. The home wiring question gets asked all the time, just every time a little bit differently, so eyeball-scan thread subjects looking for something of this nature.
Run conduit if possible - gives you a lot of flexibility to change things later. Home Depot has reasonable cat5e cable and Leviton modular faceplates/jacks, there's some mail-order vendors of the same that other folks will recommend, it's all fine.
Get the Ideal Punchmaster II ($65ish) for the cat5 RJ45 110 block terminations, and a good coax crimper that does RG6 (Ideal makes an okay one which is what I have - folks here should be able to recommend a better one). You can get cheaper tools, but in the long run there's no deals in tools - at this cost scale, good tools pay for themselves, and they pretty much last forever. Also consider getting a tone generator and handset ($80ish), and a basic RJ45 cable tester ($50ish, the kind that checks that you got the right pins connected in the right places, not the kind that really tests the signal quality of the cable, which are too expensive to be worth it to most hobbyists).
For video, RG6 quad shielded, and depending on how many drops, either a passive splitter (Ideal again) or an amplified/active splitter (no idea whose to get, check bandwidth of the amp, too).