WRONG TOOL: Your hand.
Finger tight is not tight enough for most coax connections. The only (possible) exception is the connection between the receiver and the final leg of coax. For connecting to splitters and multiswitches, finger tight can leave gaps between the connectors that can lead to oxidation. Slight vibrations over time can loosen the connector even more, and sooner or later it could be too loose even though it looks the same as it always has.
RIGHT TOOL: 7/16″ open end wrench
The 7/16″ wrench should be in every home enthusiast’s toolkit. It’s the perfect size for coax cable connections. Don’t rely on pliers that can tear at the sides of the connector, and only use an adjustable (crescent) wrench in a pinch — it’s probably too wide to get a good hold on that connection and it can slip too.
When tightening a coax connection, just go a little past the point where you feel resistance. It shouldn’t take any “elbow grease” to get the connection tight enough… too much torque and you risk damaging the connector.
Don’t ever use power tools to tighten a coax line unless you have something with adjustable torque that you’ve experimented with so you know it won’t cause any damage.
There are a variety of 7/16″ wrenches out there that have racheting action and those are ok to use, especially if you’re doing a lot of hookups. Still, the plain old 7/16″ combination wrench with an open end and a box end is the one tool you’ll be glad you have at the end of the day.