I hate it, but I've started looking at a product from IXOS called CAP. It's supposed to be easier to install (no crimping), works on any RG59 & RG6 cable, approx 80lbs. pull strength and only a .25db loss per connection. I saw the stuff at Cedia and was impressed with the basic idea and execution.

[Link: ixos.co.uk]

I think this may be the way to go for in-wall installations. I'm not too sure about the external connections (wall plate to device) as they do not have a screw on "F" type connector. This system only uses push-on connectors for "F" type connectors, however, the BNC connector is a standard BNC type connection.