I've got a Vantage Pro2 (wired) system that I'm setting up for the first time.
The console connects via an RJ11 connector, and was wondering how you make the transition from outside -> inside without having an ugly hole in the wall with a cable poking through...
I have a cabled VP2 Plus that has been running reliably for over 15 years - in two different states. No RF interference or "channel number" problems. No problem with ISS batteries, solar panels, supercaps, etc. etc.
I presume you understand that this isn't really an RJ11 connector - it's a 4P4C connector, commonly used for telephone handsets.
Also, the cabling is "straight through" (rather than "flipped over").
If you consider using a jack on the outside of your house - consider also that jacks are not weatherproof. Passing through a hole can be made reasonably weatherproof.
Another possible solution is to make a hole just the size of the cable (not big enough for the plug), cut the cable and pass it through that small hole, and then splice the cable (there are a number of good ways to do that). Or, perhaps best, terminate in a "punch down" block inside the house. Then do the inside cabling from there.
That's my personal preference.