There's a simple adapter you can use with the 2600 to allow for a basic coaxial connection. It simply plugs into the output connector instead of the RF adapter and they can be bought for a couple of dollars, though they still output a inferior signal.
Another thing to note is that if you don't like the joysticks that came with the 2600, you can plug in a Sega Genesis controller and it works flawlessly! They use the same pin configuration, and the controller plugs right into the 2600!
Handy! I'll definitely have to check that out!