I'm in the same situation, only I need to get Satellite ribbon cable in through the stucco  . I'm thinking of putting a standard cable box outside and put a regular 'clamp to the drywall' 1 gang box in the wall.
I'm exploring options. In my case it's an exterior stucco wall and the house is two story.
__________________ Shawn Coolsat 6000 Premium, DVB world USB, 75E Primestar / ChannelMaster dish & Invacom QPF-031 on a SG2100. Voom dish fixed on 119 for NASA 2x HD Tivo Series 3 & 1x Tivo HD all with 1 TB upgrades (350+ hours of HD!), all 6 tuners recording from OTA |