If you have long cable runs or want to split the signal to multiple TVs, then you can add a mast-mounted pre-amp to overcome the signal loss that would otherwise occur. Once you have a pre-amp in the system (installed close to the antenna), any losses that occur after the amp (i.e., cables and splitters) become insignificant and can usually be ignored.
When you choose a pre-amp, you want to make sure you get one with a low Noise Figure spec. This number represents how much noise the amp itself adds to the system (since electronics are never 100% efficient, there is always some amount of noise that gets introduced in the process of boosting the signal). Lower Noise Figures are better. Anything with a Noise Figure of 3.0 dB or less is considered pretty good. Some examples of "good" pre-amps include the Winegard AP-8700, Channel Master 7777, and the Antennacraft 10G202.
For the cabling throughout your house, I recommend using RG6.
For splitting the signal, you can use any standard TV splitter.
If you use a splitter and end up with some extra unused ports, then I also recommend capping off those open ports with a 75-ohm terminator (like the one shown below). Any ports that are left completely open can cause some of the signal to reflect back into the cables, becoming an new source of interference on your signals. If you terminate all the loose ends / unused ports, then this won't happen.