rg6 is recommended, will perform better depending on the length of the cable run, but rg59 will work and you probally won't see any difference in performance in lengths 75ft and under .Most important are the terminal connections.King should do a thread on the technical differences of coax cables .But like "nikk" I recommend and use rg6.
My testimony for RG6 cable...When i first installed my Dish, I was in a hurry and left a 100ft length of cable attached between the dish and my receiver.
Later on, I figured that i would shorten the length of the cable and the signal quality would improve(was getting about 90%). I then reduced the length to about 40 feet and the signal quality actually stayed the same!
Thus there was no signal loss even with the 100ft length of RG6. Do not fool around with RG59 anymore, use only RG6 for satelite or cable.