You should definitely install Cat5. Specifically, you would want to make sure it's a higher grade of Cat5, such as Cat5e or even Cat6 if you can afford it.
Why? Because Twisted Pair wiring (Cat5, Cat5e, Cat6) is the current standard for networking. Sure, you could install some RG59 or RG6 in the house and, with the help of some converters and HPNA, accomplish the same thing, but why go through all those extra steps just to use that medium? You're going to be able to use your Cat5 + wiring on all of your networked devices for the forseeable future.
Granted, Wireless standards, like Wi-Fi, may one day make standard wiring useless, but if you are going to install some wiring, go with Twisted Pair.