In my house, I ran my own cables also. Each run consists of 3 (different colored) Cat5e cables, and a Coax cable. I used small cheap zip ties evey couple feet to keep each run of cables together, to make it easier to pull through the walls. To keep the runs attached to the walls and out of the way, I used what I am going to refer to as 'plastic rings'. For the LIFE of me, I can't recall the proper name. They come in different sizes, and look like the letter P. The lower portion of the P is 1 piece of plastic that is curved around, and the ends touch, both with holes in them. You slip it around what you want to fasten, and then attach it to the wall with whatever. I found a HUGE box of drywall screws when I moved into my house, so that's what I ended up using. These things come in small plastic bags with about 5 or 6 to a bag, and I got mine at Menard's.
OK, I typed all of that, but I will just leave it. I guess they are called P clips. They are these, with the exception being that they are made of plastic.... The ones I got were MUCH cheaper. Under $1 for a bag of 5 I think it was.
http://australia.rs-online.com/web/search/searchBrowseAction.html?method=getProduct&R=7056574
Small access panel to run the cables around a major structural support, rather than drill through it. You can see the white 'plastic rings' that are screwed into the beam.
http://i200.photobucket.com/albums/aa93/ZGodzicki/Computers/Operation Home Run/d2da5789.jpg
This picture is about 5-6 feet above the last one, in the attic where the cables come out of the wall. I used the 'plastic rings' for the verticle to horizontal turn in the attic.
http://i200.photobucket.com/albums/aa93/ZGodzicki/Computers/Operation Home Run/a6957d74.jpg
This is a few feet directly back from the last picture. 3 of the runs go under the 2nd floor, and 2 of them continue up into the attic. More 'plastic rings' used to keep them organized, and out of the way.
http://s200.photobucket.com/albums/...on Home Run/?action=view¤t=56ee9d94.jpg
This pic is a few feet above the last, and rotated 90* clockwise to show the 2 cables follow the ceiling, and then farther back go down between the walls of 2 bedrooms to the wall plates.
http://s200.photobucket.com/albums/...on Home Run/?action=view¤t=fc5d4b7f.jpg
Oh, I should probably note that you may want to check for what the building codes are in your local area. Personally, I did mine myself, without regard to building codes. No idea if I am in compliance, or not, but it works, it's my house, and that's all that I am concerned about.