The best use of conduit in most home theater installations is as a future-proofing device rather than as a primary means of installing cable. Rather than installing cable in conduit, consider installing cable and conduit. As long as you have access to the space where the conduit will go, it's generally easier to install the cable alongside, and the conduit then provides some assurance that, in the event that you need to run new types, or duplicate runs, of cable, you'll have a convenient way to get them in.
If, however, you need to run conduit and then pull cable through it, there are a few tips that will make life easier:
(1) Again: install the largest conduit your wall cavity will accommodate. If you're having this work done by an electrician, and he balks, assure him that this is what you want. Electricians rarely, in residential work, need to install large conduit, and are often skeptical of the need for it -- but they're usually not dealing with cables with limited pull strength, large dimensions, and pre-installed connectors.
(2) Don't use bundled cables if you can avoid it. Cables like the "structured wiring" products found in home improvement stores, or the multi-coax bundles from Belden (e.g. 7710A) aren't flexible enough to be installed in conduit, especially if there are bends in the line.
(3) When pulling cable, be sure to stagger connectors, so that there isn't one wide "blob" of connector bodies at the leading edge of the pull.
(4) Always have someone able to "feed" the cable at the source as it's being pulled. Coaxial cables won't twist easily, and so it's important to be sure that they're being fed straight into the entry rather than, say, being left in a coil on the floor and being pulled through the conduit in a twisted fashion.
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