A clean home theater installation begins with cables carefully fished through the wall. If you want to do it yourself, you’ll probably want to terminate the cables with a nice wall plate like this one. You might pause though, and think that every cable TV installation you’ve ever seen ends up with a bare wire coming through a round hole in the wall plate. If an installer thinks it should be like that, maybe you should do it too, right?
Really, it’s up to you. If you run a wire straight through the wall plate to your receiver or DVR, you’re getting a little stronger signal. On the other hand, you could be putting stress on the cable as it moves around loose in that hole.
A cable attached to an approved F-81 connector on a wall plate will cost you about 1dB of signal strength, and in really long runs it’s possible that could be the difference between success and failure. However, because you’ve secured the cable in the wall, there’s no wear and tear on it over time. Just make sure you make the connection behind the wall plate carefully and give a lot of slack. Don’t bend the cable too far, as that will cause problems over time as well.