When I am doing installation work I will typically use West Penn Wire for audio lines since it is readily availible to me. I use as follows:
WP 10454 - Microphone and line level
WP 224 - Short distance 70V systems (1 pair, 18 AWG twisted)
WP 226 or 227 for low impedance loudspeaker runs or longer distance 70V systems
I really like the 454 because it is much easier to work with than 291 and the jacket is a bit more hardy. It also has a lower capacitance than regular 291, but is similar to the 291D. WP 454 is also availible in a whole host of different colors if you want to color coordinate your signal lines.
When running video lines, be they composite or hidef or s-vid, I generally try to find some West Penn 806 and run however many of those cables are needed to do what I need to do (1 for composite, 2 for S-Video, ..., 5 for RGBHV). WP 806 is RG-6 coax with a solid copper center conductor and 95% copper shield, no foil. I will then generally terminate it with an appropriately colored RCA or BNC Snap-n-Seal connector. If I have to go to a HD-15 connector, I will get a female BNC to HD-15 adaptor whip from any numer of different sources. If there isn't enough room to run 5 WP806's, then I'll look for whatever deal I can find on some of the mini 5 or 6 coax in a bundle deals.
The trick with putting in the 5 WP806's is to either have 5 spools of it, or pull off enough to make it work in just one pull. Bad things can happen when you are pulling more and more RG-6 on top of itself, it isn't hard to rub right through the insulation on the cable. I guess in general it is a good idea to pull one pipe at a time, pull the WHOLE pipe. If you have (horror of horrors) more than one type of signal in a pipe, get all the wire types taped together and pull them all at once.
For control wire I will typically pull a simple cat 6 UTP cable. This makes it easy to do a couple different things at the other end. For instance, if I am putting in a camera with a built in microphone, I can put camera power on the blue pair, audio on the orange pair, and a motion detector on the green and brown pairs (for power and signal for the motion detector). Or, you can always do some contact closures... the point is that Cat 6 UTP cable is very worthwhile and useful since there are 8 conductors in it and you can terminate it to a 66 or 110 punchdown block, or screw terminal strip, or just about anything you want to do.
CATV wiring I generally use some good Quad shield RG-6 for basic drop lines and RG-11 for main trunking lines. Most important, though, when doing CATV work is having a good quality meter so you can balance and level the system, because it is almost impossible to do it right without one, but that is a whole 'nother post all by itself!
Josh Millward