Man, I gotta disagree with this one. Running coax behind baseboards is a pain if you ever need to fix or replace that cable later. You have to pull off the trim and probably repaint, which is way more work than a simple hole in the wall. Plus, if the baseboard is tight, you can crush the cable and wreck the signal. I've seen staples from the trim job pierce the shielding, lol. Just drill the stud bay, it's a much safer long term fix.
Yeah, I ran mine through the wall in my old place for that exact reason... drilling the stud bay took maybe twenty minutes with a flex bit and saved me a huge headache when I later upgraded to a different cable. Never had a signal issue or needed to tear up the trim. It just felt like the right way to do it once and forget about it.