Safety is the key word here, with convenience a close second. Just make sure the location doesn't interfere with the SRS, seat position, shifter, etc.
I think you'll find the A pillar the best location for the coax. The reason for this is simple, actually. The B pillar usually had seat belt attachments, and the C pillar is usually big and bulky. The trim over the A pillar will snap off easily, and if you're apprehensive about doing it, go to your dealer as ask them how to remove it. The hardest part is fishing the coax through the headliner.
As has been reported here, the safe route is to remove the dome light if there is one, so you can see where the roof reinforcements are. Obviously, you don't want to drill through one. If in doubt, you an always pay a two way shop to install it for you.
I am in the process of garnering photos of the installations of amateurs who have ask for my help after visiting my web site, or from my correspondence here on eham.net. Once I get enough, I'm going to post them in an effort (perhaps vain) to show the possibilities of safe mounting. I'd like yours too.