Without using special firewire/component adapters to get better quality video, you are pretty much limited to S-Video, or Composite.
How long are your runs?
Sony 8041 monitors usually have built in speakers. Most monitors do, but they are seldom used.
If your runs are not monster long then you can use just BNC cable from each room to yourself, you will have to run audio separatly.
The other option is something like a Gefen video/audio to CAT5/6 converter. I use these all the time, I actually own 3 sets. They allow me to send great quality composite video and audio L/R down 1000 feet of Cat5 cable! It has 3 RCA inputs, any of the 3 can handle audio or composite video. So you can do 2 runs video, 1 run audio, or 3 runs of audio, or 3 runs of video. You get the point. And its all down ONE peice of CAT cable! Camera video/audio LR out into one box, long run of CAT cable, and the reciever translates it back to RCA outs that you can feed your monitor with.
It also helps keep the signals clean. Long analogue cable runs are suceptable to noise, like 60 cycle hum. Power running parallel to a video cable can mangle your image.
Really it all depends on how far away you are going to be. If you are close enough then BNC cables and RCA>XLR adapters for audio, and run XLR cables for the audio runs. Trying to make long runs of RCA is nasty stuff.
Try calling a local Audio Visual company, or try your local hotel that has P.S.A.V. or another in house company that handles meetings and stuff. They can rent you the gear you need. VER (Video Equipment Rentals), Nationwide, Broadcast Rentals, and Bexell are also great resources for rentals.
Hope this helps, and good luck!
Brian Lynn