How long is the cable from your TV aerial to your TV?
Seriously though, it will matter a bit because of the cable quality/spec/any mismatching. But many manufactured antennas have several metres of cable included so don't worry if only a couple of metres, but shorter the better.
The important things are:
1. Make sure the unscreened parts (pcb tracks / joins / joint to antenna) are as short as possible as this will add to your 'radiated' lenght. There are some nice crimp cable/pcb connectors available for just this purpose but it does mean buying a crimper so the wallet will have to be opened to get the best.
2. Make sure the screen is connected to ground on pcb AND , if possible, to a decent ground-plane around base of whip.
(There are articles about pcb track/ground design to get 50ohm impedance on pcb but I can't remember where they are).
3. If practical/possible a decent ground-plane around base of whip or helical. 6" square will improve things a helluva lot. This ground-plane connected to earth screen from coax.
4. Not to have your antenna 'hot' end near anything metal/conductive.
5. Unles the manufacturers say otherwise, don't have metal near the RF module. Most in screened cans so not really an issue.
6. Care with the RF bit on your pcb layout.
Some of the more famous manufacturer's will have info about dimensions and spacing on their websites, maybe check out Radiometrix or RF Solutions. And I daresay many others if you have the patience to Google.
PS. It is obv possible to get zillions of pcb RF connections, but for cheapness, and if a hardwired solution is OK then these are good:-
http://uk.farnell.com/1215645/connectors/product.us0?sku=ITT-SEALECTRO-055-939-9049FCD&_requestid=201269
sadly, you'll need a stripper and crimper, but lifes always tough to get it good