How does the cost of conduit compare to conventional wiring?
Running conduit now is definitely cheaper than fishing behind drywall later. It requires a lot of holes in drywall to fish wires, and then each hole needs to be patched, painted, etc. It's also a difficult and potentially time-consuming job, as existing wiring, plumbing, etc gets in the way. 

It also depends on how much conduit you're installing of course - you can go overkill and that obviously costs more. Typically in a retrofit, the hardest places to get cables are outside walls (due to insulation/vapour barriers), and walls where there is no unfinished access above/below. It's pretty easy to get wires into first floor walls when you have an unfinished basement or drop ceiling. 

Running cables now is not totally future proof, because you can spend a ton of money and run every cable imaginable, and still end up not having the one you need 10 years from now (because it doesn't exist today). 



Here are some general tips:


If you know you will want to run cables in the future, and you're finishing the basement, make sure you use drop ceilings in your basement to access the 1st floor - the attic can provide access to the 2nd floor.
Optionally, Run some short conduits to boxes on exterior walls (and put blank faceplates on for now, if nothing else) just so you can easily get wires to them from below. 
Utility pipe works great as conduit, and is pretty cheap. 1/2 or 3/4" will work well, though you may need to go bigger if you need to fish wires with connectors attached. Don't put any sharp bends in conduit runs, or you'll have a difficult time fishing later. 
You can get signal extenders for many things that use Cat5e/6 wiring. For example: Audio, VGA, HDMI (note this uses two cables), and USB. 
Great source for wiring, patch cables, panels, wallplates etc, is Monoprice. I have no affiliation, but I've purchased several times - they're cheap, great quality, and have a huge selection. You can get utility pipe at any home improvement box store.




Here's what I would recommend as a balance:


Run conduit to strategic locations: basement to attic; from your main wiring location to an yplaces you will end up putting a home theater system
Use Cat5e or Cat6 for all your network/phones. It's pretty safe bet that this stuff will be around for a long time, and continue to be useful. 

Install at least a couple Cat5e cables to every room, and bring them all back to a central location. Use a patch panel to terminate them, as it's then very easy to re-purpose any individual jack for any purpose

Install speaker wires now for anywhere you're going to put surround sound
If you know you are going to require certain things, might as well run that cable now (eg, in my basement office/TV room, I have an HDMI cable going from where my desk is to the receiver on the other side of the room so I can put my computer screen on the TV). 
If you're putting in a projector, run a conduit between it and your home theater gear.