For the sub cable, if it all behind wall then RG6 coax will work great.
For the question on speaker plates vs. terminating the wires directly to your components... This is really more personal preference. The install may look the same and sound the same no matter how you install it, but if you ever move, then you have to clean up the raw wires that are just hanging out of the wall which a lot of people don't like (or understand). I have seen it done both ways and it works fine both ways.
I personally am terminating everything to wall plates except my two on-wall mounted speakers that sit flush against the wall and won't work with speaker termination plates.