Suggestions for HDMI/aerial/audio socket
There are wall plates that are designed for your situation.

Power

For power, you can add the socket as you described.

 

Low voltage

For HDMI/signal/etc low voltage stuff, there are a number of options.  Running conduit is the best for future flexibility. 

I personally like just having a cable sticking out of the wall, rather than putting connectors behind the TV and requiring a bunch of short patch cables.  There's "flexible opening wall plates" that have rubber grommets in them that work very well for this purpose. These work very well with a low-voltage junction box (which basically is a junction box with no back) 

 

You can terminate the cables near your equipment the same way, or install actual wall plates, depending on your needs. I prefer wall plates with jacks (built-in or keystone) for that situation, because it's neater and allows you to easily disconnect stuff while cleaning/moving/whatever without a bunch of cables hanging out of the wall. 



Combined

There are also a number of products that combine both power and low-voltage that work really well behind a TV.