Wow, a good healthy debate!
Just to add another opinion into the mix...
Like others have said, I'd keep well away from screw terminal baluns, the cores of CAT5 were never designed to be stripped, never mind wrapped around a screw terminal - Unless the balun is wrapped up in cotton wool and not even looked at by human eyes, the cores will almost inevitable snap.
RG59 has its uses, great for short runs, if you NEVER want to upgrade the system to IP - And you don't mind signal loss or interference over longer distances.
CAT5 (With a semi-decent balun) can transmit your video, power and audio up to about 100m or so, or with some JB's you can squirt two video signals down a single CAT5.. OR if you power the camera locally and use a four channel balun, you can have four cameras down one CAT5! I've done enough installs to know that pulling a single CAT5 through a loft is a sure sight easier than 4 coaxes.
But back to the guys problem, given that you're familiar with crimping RJ45 ends, and you're happy there no issue with your crimping tool (You can get dirt or gunk trapped between the teeth, or even rust... ) then the problem can only lie in a few places;
Dodgy balun - From my experience, you can get slightly dodgy batches of them, but I wouldn't expect that high of a failure rate, unless you are really unlucky.
Other place could be the CAT5 you are using, is it true CAT5? I.e solid copper? Or is it copper coated aluminium? The latter can be a little more brittle than solid copper, or you may just have a bad drum/box of cable? The way to prove it out would be to use a pre-made rj45 patch lead known to be working over a short run on the bench.