The splitters where I'm living ATM, using crimp plugs and F-type splitters (3x3way).
A 4 way saddle and screw splitter.
A saddle and screw wall plate with FM socket from the back.
A 6 Way F-type splitter.
F-type crimp plugs, before crimping and with TV socket adaptor.
The saddle and screw types persist only because of ease of use, no special tools are required. As you can see however the only special tool required are a set of crimpers and maybe coaxial strippers for the F-type. There are also screw on F-types available, as well as sealed types for outdoor use. The inner of the coaxial is the center connector and the crimp section should get a good connection on the braid\shield.
And as for the splitters you will loose over twice the signal through the saddle and screw type. Minimal loss in the two way ones through to massive amounts through the picture 4-way Saddle and screw splitter. And you get the added bonus of having stray bits of braid sticking out in the most inconvenient way, the awkward angle the cable sits at in brick walls, and they're easily damaged while working on them.