We have soil that's mostly sand once you break through the (usually thin) layer of topsoil, so digging a trench is pretty easy even if you have to do it by hand. Nevertheless I always run wire through plastic irrigation pipe. It's relatively cheap (around here you can get a 100' roll of ½" stuff for a little over 5 bucks, if I recall correctly, though I'd spring for at least the 1" stuff in case you need to run more wires someday) and it has saved me a lot of effort on numerous occasions, and also it does provide some additional protection for the wires (I can't tell you how many wires I would have cut, or at least nicked, had they not been in a pipe. Even if you know about where they are and are digging gently, you still don't really want to dig into a wire with a shovel).
Here's what I usually do: Bury the pipe first. Get a roll of string (like kite string) long enough to run through the length of the pipe. Tie a small wad of something (a small hunk of rag, or even a piece of toilet paper works well if there's no moisture in the pipe) to one end of the string and on the other end, use a vacuum (shop vac or household vac with hose) to put some suction on the pipe. Play out the string a little at a time (this is easier if you have a helper, even a kid can do this!) and check every two or three feet to make sure it's not getting sucked up into the vacuum hose. When you get the string all the way through, tie it to the cable you intend to run (if it's a short run) or to a light rope (like clothesline) if it's a longer run, and pull that through. If you used light rope, tie the wire to that and pull it through.
(Of course, if you have an electrician's fish tape handy, use that instead, it will be much easier to work with than string and rope!)
If you later have to run another wire, just reverse the process - for example, disconnect the wire from one end, tape or tie a light rope to it, pull it back out of the pipe, tape or tie the end of the new cable to the rope and/or old cable, pull both back through. Now you have two wires, and no digging the second time around!
To keep moisture from getting into the end of the pipe that's outside, get a tube of *real* silicone caulk (NOT THE "SILICONIZED" CRAP THAT SOME STORES SELL AT ABOUT HALF THE PRICE!) and make a little silicon rubber "moisture plug" at the end of the pipe. The silicone should completely surround the wire and go into the pipe maybe 1/2 inch (if the pipe is much larger than the wire, you may have to build the caulk out from the wire in layers - try not to let any unhardened silicone fall into the pipe beyond about half an inch or so). You should try to build a little "crown" of silicone so it completely covers the edges of the cut end of the pipe. The idea is that any water coming down the wire cannot enter the pipe; it instead hits the silicone "plug" and rolls off. But should you ever have to remove the wire, it's not that difficult to work about half an inch of silicone out of the pipe, nor to remove the rubber from around the wire (assuming that you did use REAL SILICONE and not the imitation junk - I cannot emphasize this point strongly enough!).
As for the underground, gel-filled coax - I have NEVER used it and never had a problem, even with wires that have been in the ground nearly ten years. That doesn't mean you won't have any problem, but around here even the cable TV company doesn't seem to use gel-filled wire for underground drops. I use plain old RG-6; I figure if it ever gives me a problem it's easy enough to replace due to my insistence in burying all wires in plastic pipe. Again, I'm not saying you should do this, just that it's what I've always done.