LOL, is it your roof or are you renting? Personally I wouldn't put anything through roof that wasn't permanent but if you had to I'd suggest attaching guy wires or whatever to either the fascia or under free end of shingles. If you have to go through a shingle from top use some silicone sealer or better yet roofing tar.
Don't ever use silicone on a roof. It sticks to the granules which only cover the asphalt/fiberglass material that does the sealing. After a few seasons the silicone lifts the granules and holds moisture in making it worse. Use asphalt roof cement. A tube is about $3 at home center or hardware store and is the proper material. Watch out though. I can look at a sealed tube of it and get it on my hands, boots and clothes.
As to the original question, I echo others in that I would not put a hole in my roof for anything that was not a permanent addition. Explained to the satellite guy that his dish was not what I considered a permanent addition. Be careful putting counterweights up also. What goes up, must come down and you don't want to be there when a wind gust decides it is time.
PS: If you don't go through the roof decking you have nothing to hold your stuff down.