You can buy a structured wire bundle that has the coax and the Cat5 all included in one cable. This link will give you the details about it
http://www.thisoldhouse.com/toh/know...197963,00.html
I installed Monster cable for my speaker wires and it's been very good thus far, here's another link that'll tell you all about it. The 4 conductor size would be the best.
http://www.hometech.com/learn/audio2.html
And you don't want to run an AC line (romex) within the same cavity as your low voltage wires. The two types of cables need to be at minimum 1-2 feet apart to prevent interferance.
And here's an excellent article on wiring your home for low voltage and how to run the cables.
http://www.wildtracks.cihost.com/homewire/