All coax's back to the central location individually.

You will likely need a powered distribution amplifier to take the aerial feed and split it the three ways - a passive splitter would incur huge losses.

Something like this if you have a socket near by, or this if not. (powered up coax from one of the TV locations.)

At the risk of complicating thinhs..

If you are installing new wires you could consider runing two wires from the loft to the main TV area. That way you can use one to send the output of your DVD player or Sky box back up to the loft for distribution to the other TVs. For this you need a distribution amplifier with two inputs. One for the TV aerial and one for the feed from the DVD player or skybox. They tend to be more expensive though.

Distribution amps also come with two different types of connector. The normal TV aerial type that plug in or F-Series that screw on. The latter are better quality but it's harder to fit the plugs to the wires. You either need strong fingers for the screw on type or a special crimping tool for the sort that crimp onto the wire.

In the rooms where the TVs are going most people would use a wall mounted face plate like this..
http://www.screwfix.com/prods/32342/Electrical-Supplies/TV-Range/Sockets/Labgear...
However it's actually better to just leave a long wire coming out of the wall with an aerial plug on the end. To make it neat either remove the innards of a faceplate to leave a hole for the wire or drill a hole in a blank faceplate.