Fishing cables behind sheetrock on interior walls is relatively easy after construction is complete. Exterior walls are usually filled with insulation making fishing difficult, so I'd recommend running conduit before sheetrock is attached. Anything that's run in the walls needs to be CL2 rated and there are HDMI cables that carry that rating. HDMI over CAT6 is another option. Make sure you use a cable that is rated for performance at the necessary length. Blue Jeans Cable has a decent discussion on cables.
http://www.bluejeanscable.com/store/hdmi-cables/hdmi-cable.htm
If you are planning a surround system for audio, you will need a center speaker co-located with the TV. This creates additional challenges when wall-mounting the TV as the speaker will be much deeper than the TV. Sound bars reduce depth at the expense of fidelity. If you have the option during construction, you can build a recess for the center speaker (and other equipment) so everything can be nearly flush with the wall. Otherwise the speaker will stick out in front of the TV. Another option would be to use in-wall speakers.
Consider where you will be locating other equipment: Satellite receiver, Blu-Ray player, A/V receiver, home theater PC, game box, etc. and how you will interconnect everything. Routing HDMI through the A/V receiver reduces the cabling to the TV to a single cable and simplifies source selection. My equipment is actually on the wall opposite the TV with a 35' HDMI cable run under the floor and works quite well. This scenario was an evolution from a time when I had much more equipment. I would locate equipment under the TV if starting from scratch.
I considered a wall mount for the TV but realized that the optimum height for the TV (center of the screen at eye height when seated) meant about 2' between the TV and the floor. I opted to mount the TV to a low console rather than the wall. The center speaker also sits on this console. The console and center speaker hides all wiring. Being able to move the console away from the wall makes access to cables much easier.
If you are in the construction phase, planning a built-in shelf system for all your A/V components in the same wall as the TV makes it easier to route cables out of sight and have all equipment flush with the wall. Just remember to allow sufficient ventilation for all the equipment. Also design the shelf system so it's easy to get to the back of equipment.
If the TV in question is not the primary or you aren't planning an elaborate system with surround sound and other components, consider wall mounting a Joey behind the TV. I suppose you could also do this with a Hopper also but you'd need to design a custom mount. Some have had good results running a Joey via Wi-Fi from an internet-connected Hopper. This arrangement apparently works but isn't supported by Dish. Even if you need to run coax it's lots less expensive than a long HDMI cable.
