The solutions I mentioned can not do surround sound, they are only two-channel systems. Nonetheless, they are likely to sound better than in-walls combined with an HTiB subwoofer driven by an entry-level receiver. A good two-channel system will blow the doors off of a mediocre surround sound system.
Bookshelf speakers do not necessarily provide a more comfortable sound. In fact, you are more likely to get that with a good monitor than a bookshelf speaker. Furthermore, many monitors have ways to adjust the response to get a warmer sound or hotter sound or whatever kind of sound that you want.
In-wall speakers can't really be made to sound as good as the solutions I mentioned, but they don't have to necessarily sound bad. The HTD ones would probably sound OK. The problem is that there is no way to reposition them or adjust them to make them sound better once they are in the wall. Many speakers benefit from placement experimentation to get the best sound, but with in-walls, once they are installed, you are stuck with that sound.