I went through an 8 camera install last spring for my home. Based on your picture, I'm assuming you're doing power over ethernet(PoE). My setup uses the older BNC coax/power cable. This is based on my experience and not necessarily best practices.
For the outside - where the camera attaches to the building, I didn't do anything special. Just a hole large enough to fit the connector and pilot holes for the camera mount. My cameras came with a double-stick foam tape that gives a good-enough-for-me seal and the wire is in the center of the camera mount. I also mounted them under the soffit, so I'm not concerned much about water entering.
I have cement board siding and have no experience with stucco, but I think a silicone caulk would be fine on the rough stucco.
For the inside - where the wires get to your DVR, I cut a hole in the drywall near where I wanted my DVR located. I used this recessed wall plate:
mounted to this low voltage wall mount:
I drilled a 1.75 inch hole in the header in my attic to feed the wires down. I spaced the wires out so that the was about 3 inches from one BNC connector to the next (imagine a 'step' of wire ends), and each wire was taped to it's longer sibilng. This made fishing it down the wall much easier, since I didn't lose any in the wall, and it gave me something more substantial to feel for in the wall space.
Among the tools you'll want to consider is a fish tape similar to what you will find here. This can help you get wires down walls and across some hard-to-reach spaces in your attic (if applicable).
While looking for the images above, I saw the online retailer offers this wall plate, and - I like it better. To each his/her own.