Then there is always going through the drywall anyway. No, it's no fun to patch up, but if the home is new, and you haven't put any of your own custom paint on it yet, then cutting a few holes and patching them up and painting won't be nearly as big of a nightmare as it is with drywall that is years old and has a color of paint that is completely impossible to match.
Just always remember - if you ever build a home make sure to wire in advance and tell others the same thing.
Baseboard, crown molding, into basement, into attic, into another room, through drywall. It all depends on your room and your situation.
You can't run easily under carpets and you will see the wire unless you get some 'flat' speaker wire. Even then, you still must be careful.