Hi,
If possible, I would suggest coneting up via BOTH the methods described above. This "futureproofs" your CCTV, and also means you don't lose signal should a fault occur on your link, or you need the video input for a games console/ STB of some kind.
I've installed many CCTV's into link systems - and its straightforward. How you see the CCTV in link rooms depends on usage and what else is connected to your main Video product.
Depending on the CCTV DVR, it may or may not have RF output ability - if not, just use a modulator ( about £20 for a decent one)
With digital switch off, you will be surprised at the decent picture quality that can be achieved when the rest of the spectrum is empty. In the north west, there was a noticeable increase in picture quality for B&O link TV's and CCTV links when analogue channles 1 -5 were switched off.
Again subject to the type of DVR, you could asign each camera to its own channel - meaning you get a full screen display of each camera feed rather than just the matrix screen.
This is a good idea, but often not done.
Example - its 2am, - you hear a noise outside your back door. Turn on the bedroom TV, go to CH 4 (the back garden camera) - in full screen, rather than a postcard sized image.
Its just a fox - so go back to sleep. Or its burglar - ring the police.
Either way, its a 30 second check from your bed, not several minutes to go to the DVR and select a camera for full scren - or going straight downstairs and risking confronting an intruder.
Remember that if there is no sound involved, to run a composite (yellow phono) video signal from your CCTv to your main TV, you can use a single run of aerial cable with a phone/bnc end. Far cheaper than using a bespoke phono cable or long scrat / AV lead, and no difference in quality.