After some input from members of this forum, I went this route to terminate the bulk RG-6 cable already installed in-wall:

http://www.partsexpress.com/pe/showdetl.cfm?&DID=7&Partnumber=360-046

www.audioholics.com has a number of great articles and discussion about the facts and myths of cabling and termination.

I went the compression route (v. solder) because I know I can crush things, less sure about my ability to melt metal on things. I'll be putting on RCA terminations for my suboofer cable, and RCA and BNC terminations for my component video cables.

Anywho, two cents from a newbie to this whole world of HT stuff.