I assume you are running composite video with no Pan, Tilt, or Zoom functions? If the customer wants to upgrade to a multifunction camera housing that moves and does other tricks, using a coax works well. Otherwise you will have to pull another cable to run the control signals. I do not believe that the over the coax control systems work well with baluns.
One other thing to look out for when using coax, when grounding the shield at the camera, if the local ground is at a slightly different voltage than the ground at the monitor / DVR, hum bars may show up.
#160499 - 07/26/0608:58 AMRe: RG59 vs RG6 vs CAT 5
Actually if you are using passive baluns up the coax PTZ controls work great. I would run the CAT5 because you then have three extra pairs at the camera. Which works out great if you add another camera near by at a later date, just have to run back to the existing camera and jump on another pair. It also gives you the extra pair if you decide to add a camera that does not have up the coax control but a hardwired 422 or 485 data line. There may also be a cost savings with the CAT5 too, I have seen some good prices from suppliers trying to unload it to make room for CAT6 and CAT6a.