Cat-5e or Cat-6 to various locations around the house, particularly anyplace where you might have entertainment equipment, and also one to a location in each bedroom and living-type room near the door, at switch height. Speaker wire to places in walls/ceilings where you might want speakers. RG6 coax (not RG58) to locations where you might have a TV or entertainment equipment, including at least two runs to your main entertainment location, wherever it is (den or theater). Alarm wire to each door and window location, plus one to garage, one to each attic area (for heat sensors), and one to crawl space. Thermostat wire and Cat-5e/6 to each thermostat location, so you can have thermostats controlled by an automation system. Cat-5e/6 to every exterior door location. Also Cat-5e/6 to the interior near at least one location where you anticipate going in and out frequently, so you can install an alarm or home automation console (e.g., front door and interior door to garage). Alarm wire to at least one location in ceiling or high on wall in each room for motion or glass break sensors. I would advise home running all of this to a closet, garage, or utility room location where you can install phone, cable, entertainment, and alarm/automation gear. Also: two or three RG-6 to a location in the attic on the south side of the house, where you can get to them to install, say, a dish for satellite TV or radio. Alarm wire to locations where you want to have external alarm sounders/strobes, if you want that. And don't forget about Cat-5e/6 and maybe speaker wire to outdoor living locations, such as patios or pool decks.
Smoke alarms: My personal preference would be to run 4-wire Teflon alarm wire to each smoke detector location, and use low-voltage detectors connected to an alarm system. However, some code authorities freak when they see that in a residential location; they want to see the typical 120V/battery smokes all connected together with a tandem. If that's what you have to do, also sneak some 4-wire over to the vicinity of each box where a smoke is to be installed, and leave a leader so you can pull it in later.