First you must determine your environmental needs: the location of cable runs, indoor or outdoor and the how long is each of the cable runs.

High quality cable is essential and make sure to match the cable to the environment it will be placed in.  Do you need indoor, outdoor or plenum?  A solid cooper center, 95% copper braid 20awg wire is recommended for composite video applications (CCTV).  If you have a have flex situation like an elevator consider a stranded center conductor.  Do not use aluminum cable or copper-plated steel stranding.  This wire does not transmit the frequency range used in CCTV well.

RG59U works well on run of 750' or less.  RG6 can be used if your runs are 1000' or less.  RG11U is difficult to handle but may be needed on distances up to 1500'.  For long runs you may also consider UTP or fiber.  There are also amplifiers to extend the coax runs.

Be sure to the know fire and safety regulations in your area.  Teflon/Plenum fire-retardant rated coax may be required.  In a fire, this cable has coating that will not give off poisonous fumes as PVC-type cables.