The NEC does not prohibit running the antenna system grounding/bonding conductor through the building structure. For what it's worth, my personal preference is to avoid doing so... Why would I invite fault current into or through my home?
I believe that it's best to ground the mast and coax outside at the electrical service, like the phone and cable service. Grounding the mast with an isolated rod in the earth fails to accomplish the ultimate goal of reducing the chance of harm to people and property in the event of a fault. If you opt to add a ground rod, the NEC requires that it be bonded to your existing electrical system using #6 AWG copper or better, and approved connectors and methods.
Here is a thread that deals with the topic in a bit more detail,
http://forum.tvfool.com/showthread.php?t=901
On several occasions I have run cable all the way around the perimeter of a foundation to reach the electrical service grounding point...