Of course, it depends on what you’re using it for.
In most cases, RG6 cable is the best choice, but let’s back up. RG specifications (the “RG” used to stand for “radio guide”) are used to distinguish different types of cables, but they aren’t the only way. In most cases an RG6 cable has better shielding than an RG59 cable, and is thicker because of it. However, many RG59 cables are just RG6 cables that didn’t quite meet those specs and are just repackaged.
Properly made RG6 cable should give you the ability to get a stronger signal over a longer run, which is important for satellite TV since there’s a lot more signal there. Antennas are often OK with RG59 cable but do just fine with RG6 as well.
RG11 cable is made for special purposes like burial or very long runs. It’s so thick that it needs special connectors and is very hard to bend. It’s a real pain to use and isn’t recommended for most indoor installations.
When you’re looking for a cable for your satellite system, you should also be looking for cables that are sweep-tested to 3GHz (meaning that they are guaranteed to work with satellite) and have a solid copper core conductor anywhere that power is going to be used (like where the power inserter is placed.) Quad-shielded cables aren’t really that important for home but they don’t hurt.
If you want to learn an awful lot more about cables, check out Cables 101, our series that takes you through all the different types of cables and all the terms associated with them.