Running Coax cable to the upper floor
That is a great idea.  If there is space, run two large (1.5+ inch) conduits to make running new network cables, stereo audio, HDMI, and coax in the future easier.  Take care to minimize the number of bends in the conduit for easier use, and use large radius elbows if any elbow is needed.

Ducts and low voltage signals can be as close as you want.  In some commercial installations, cables are placed inside air ducts when it is the only access.