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Originally Posted by
ibby1984 
Why is COAX cable not used for all my wiring needs at home?
Coax is a type of cable construction: center conductor with cylindrical shield and a dielectric in between. You are probably thinking exclusively of something like RG-6 when you write "coax". Some of the other cable types you mention also use "coax". Most audio interconnects have coax construction. Composite and component video cables use 75 ohm coax, but with RCA or BNC connections instead of the screw-on F connector. S-video typically uses a twin-axial (2 center conductors) or dual coaxial cable.
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It is a 2 way cable that can carry hi-def content and internet at the same time.
Single conductor coax can only perform 2-way, full-duplex transmission with some fancy electronics (with echo cancellation on the receiver to remove the signal just transmitted) on both ends. Otherwise coax is used as a one-direction transmission line. For 2-way transmissions, multiconductor cable is preferred and used: one set of conductors are assigned for one direction, another set of conductors are assigned for the opposite direction.
Twisted pair, either shielded or unshielded, is often used instead of coax for multiconductor cables but with less cost and bulk (e.g. USB cables and the phone lines).
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The only thing I came up with is that COAX is more connector sensitive and is limited in data capacity when comparing to other cables
Actually the opposite is true: good RG-6 coax has a much higher bandwidth (DC to maybe 3 GHz) than all of the other cables you mention except fiber optic cable. (But cheap Toslink does not have the same BW as the optical cable that telcos use.)
BTW coax such as RG-6 is best suited for very low level signals in the microvolt to millivolt range. Think of the weak TV signal that a TV antenna receives. A tabletop DVD player with a power supply connected to the AC power grid can generate a video signal a million times stronger.
BTW 2: Coax seems to be the cable of last choice. The coax is bulky and stiff; its connectors are large . For example, if you are old enough to remember, Ethernet used to use coax and BNC connectors. Today Ethernet uses UTP (unshielded twisted pair) cable and RJ-45 connectors.