I ran low voltage for two years in a residential setting.
Go for Cat-5e for both phone and ethernet, one cable for each. Cat-5E handles gigabit perfectly well, and unless you have a ginormous house(read: greater than 300ft from outlet to closet) you won't have problems.
Let's talk wiring closet locations. Avoid the attic, seriously, it sucks. It's hot, you can't work with your equipment, bad news. Go lower, the basement. Try for a central-ish area, but generally tucking it all into your furnace room is a fine idea, unless it's tight for space. Ensure that where your wires all come out has adequate power built-in, it'll be easier that way. Also, if you can afford it, a decent patch-panel for your ethernet, and a phone punch-down block are very good choices, it will make maintaining and upgrading much easier.
Lets talk labeling. Mostly, just do it. Label both ends of every wire. If you don't run the wires yourself, make sure whoever does writes up a paper on what and where every wire is and goes. 20 years down the road, I might have to fix something, and it takes longer if I don't know where things are. Remember, I charge by the hour, and I'm not cheap.
Let's talk routing. Generally you don't need to worry about conduit, it's a bit of a hassle for low-voltage is usually unnecessary. Don't use staples except for a single wire, near the end of it's run. A pinched wire or a staple through a jacket can cause problems. Do put one or two 3-4" solid PVC tubes from the basement to the attic. These arn't for your current wires, leave them empty for future.
Lets talk future wiring. Depending on the house you have, you might not have to future-proof as much as you think. A standard unfinished(exposed ceiling) basement, two stories, and an accessible attic are all you need to easily add wires down the road. Using those PVC tubes, you can run wires to the attic, and then down the walls to the 2nd story. Drill up from the basement for the 1st floor. You may need additional "conduit" depending on your situation. Use flexible "smurf" blue tubing as another poster mentioned. It's cheap, easy to run, and works fine. If you need some flexiblity in an area that will be finished, consider putting an electrical box with a few tubes and pull-wires in it, and then cover it with a blank plate. Down the road if I need to run wires, and can't find another way, I start checking those blank boxes, and usually find a way to make it work.
Lets talk cable. Usually all you need in each room is one coax drop. Insist on RG-6 or better. RG-59 is not suitable for long runs of digital signal. Most competent installers will guide you to this anyway. Run them all to a single point, and have an amplifier-splitter from your main feed. Unless you have a dual-tuner environment, you shouldn't need two or more wires, although if you do, be sure to grab them.
Lets talk other accessories. Consider the following
- Whole House audio or video(From Russound or Crestron, etc)
- Single Room audio/home theater(It's pretty easy to stash all your av components into a closet, and hang the tv on the wall. A wireless universal remote can be had for around $120 to control it all. It looks very clean)
- Security(Burglary, monitored Fire alarm, monitored Carbon monoxide, cameras)
For most of these things, talk to a specialized company in your area. They have specialized requirements that are too numerous to mention here. Let them know your situation, and they are generally grateful to visit the construction site and do their own pre-wiring. Saves them lots of time later on.
If you have questions about anything specific, feel free to ask!