| A neat option is to terminate the coax cables at the wall with a faceplate, a bit like a 13amp electrical outlet, but with coax connection instead of 3 pins. That way, when the cables not connected yet you won't have unsightly cable lying around. Every room my house has been wired like this so I can have a TV wherever I want. All the cables run back to an amplifier in the loft, the ariel cable feeds the amplifier. That takes care of terestrial.
For Sky I would run the cable to your outlet as KeefyB suggested (you should be able to terminate this with a faceplate too). Just be aware that the standard Sky installation only uses one coax cable but Sky+ uses two. Your best bet is running the dual coax even if you only want Standard Sky now as it will give you the option to upgrade later.
You may also want to think about whether you want Sky in another room. If you do, and you want to feed that room from your existing Sky box and not the dish (this is the cheaper option) then you will need a run of coax from the box to the other room. You could always feed the amp in the loft from the Sky box via the coax then any room fed by the amp gets Sky (although it will not be in stereo).  | 
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