Let's start from the top.
Patch panels are nice, and if you're running more than 6 points, they're essential (less than 6 points can be run to a wall box). I don't install them anymore, because almost everyone would rather have wireless. As ElecEng said, they're very versatile - you can use the cat 6 for Ethernet, phone, fax, intercom, or even HDMI - simply by routing the signal using patch cables, but most of those services aren't used any more by most households.
You don't get wall mount panels, but you've got a few options. From most, to least expensive: Crabtree Diamond Range had modular boxes for up to 18 ports; Scoop sells some nice panels that you can fit into a piece of appropriately sized ducting (if you're friendly with a laser cutting 'shop, or handy with a Dremel); You can mount it using some home-made brackets. Option two is best, but most difficult.
Cat 6 cable comes in two varieties, solid and stranded. Stranded is more flexible, more resilient, and is designed to mate properly with "RJ45" connectors. Solid offers better signal transmission (for long, fast, reliable runs), and is designed to mate with the IDC connectors at the back of your wall boxes and patch panel. Scoop sells both. A note on solid cables - some are not solid copper - they'll work, but don't have a good reputation.
Shuttered Clipsal wall box.
Patch panel with DIY brackets.
Patch panel in duct - open.
Patch panel in duct - as it would look installed.
6 Way Clipsal wall box.