component cable dilima

[HT NEWB]

Ok so I just got my new lcd tv mounted on the wall and am, at the moment runnung the av's for all of my components through a small hole behind the tv down to a cable box along the base board. But this just looks awful and was wondering what my options are as far as cleaning this mess up a bit. I hope to be building a recesed self to hold all components in the near future. Is thear some sort of switch type plate with female av's so I could hard wire avs through the wall with no need to rerun wire every time I get a new component, or is an av switch my only option.
Any help would be much appriciated.

Ok... I did some serching (which is probably what I should have done in the first place, sorry) this is what I came up with.

http://www.cablestogo.com/product.as...2219&sku=37069
It says they have screw down conectors on the back how does this work? What type of wire do I use? Do I use a standard set of compnent cables, or will I need to splice bare wire to these?