Lil Joe, you need RG-6 for DirecTV. It is thicker then the old RG-59 cable that was used long ago. Most homes have RG-6 but, if your's doesn't I'm sure the installer will replace whatever coax is needed with the proper stuff.
Techincally, from what I understand, new Direct installs require 3 GHz sweep-tested RG-6 for all their new installs. Such was the same for Dish when I installed for 'em.