Here is my take on things.
Wiring Options
#1 - you will need at least 2 Cat5e cables or 5 precision coax** cables to distribute component signals with audio (3 for just the component video signals).
#2 - it is cheaper to use precision coax cables than it is to use cat5e cables and baluns
#3 - I would still run a minimum of 2 cat5e wires in addition to the choice I made above regarding precision coax vs cat5e. (ie run 4 cat5e or 5 precision coax and 2 cat5e wires)
#4 - Use RCA plugs on the ends of the precision coax. If you need BNC connectors at one end, you can get a adapter for less than $1 each.
** Precision Coaxial cable IS NOT your regular RG-6 cable (quad shield or regular shield). Regular RG-6 cable has a steel core that is coated with copper and aluminum shielding. Precision coaxial cable has a solid copper core and shielding that is coated in copper as well. It does make a difference when trying to distibute line level video signals. While some people may have some success with regular RG-6 wire, it is not the proper cable for the job and will not work in many cases. It would not work in my case and when I switched to precision coax cable I now get crystal clear HD signals throughout my house. If you read any of the information out there from the manufactures, they do not recommend regular cable for component distribution.
The biggest problem with precision coax is the additional cost. It is available in three sizes: Mini, RG-59, and RG-6. The larger the cable, the more expensive it is due to the extra copper in the wire, but the larger the wire size the farther you can send the signal without noticable signal loss. I personally used the mini coax size since it is rated to provide component signals in runs up to 250' without noticable signal loss. I don't have any runs close to 250' so it was the cheapest solution. As an FYI - it costs me about $230 for a 1000' roll of precision mini coax wire (and that was the price a month or two ago, it might be higher now with copper prices). A roll of 1000' regular RG-6 wire would run about $65 so you can see the significant price difference. However it is worth the cost IMHO since it is the correct cable for the job and will still be significantly less than using cat5e and buying baluns which can easily run $100 a pair.
System Options
1) Use a network system like SageTV and their HD extenders or other manufactures of media boxes like slimserver, etc. This would allow you to use a single cat5e wire to each zone, but requires the box to be located in the local zone as well as any related equipment like amplifiers/receivers, etc.
2) Use a matrix switch to distribute everything (either a matrix on switch like Autopatch or a whole house distribution system like Russound which is a matrix switch with amplifiers). This generally requires all the hardware to be located in a central spot. This can make control of the hardware hard and usually requires some sort of automation system to tie everything together. Also requires either the 2cat5e/balun solution or 3/5 precision coaxial cables to distribute everything.
Hopefully this helps.