If it is new constructon, go with trim rings from Carlon available at Home Depot/Lowes. You hammer them in place, when drywall goes up, the drywallers will cut out around them for you (less work for you later) and you have a place to run your wires to ahead of time (instead of stapling them to walls)
I personally do NOT like the Carlon orange box pictured above, as it tends to stick off the wall a bit more than it needs to and twists a bit when you tighten the securing flaps.
I have had much better luck with this style:
Which should be available all over, but you can purchase online from Smarthome.com
You could also consider this route if you are going with volume controls that will be next to light switches in the home, which is a very cool, very CLEAN way of doing things:
Look at the lower right box, with the low-voltage divider plate. Meets National Electic Code and lets you put both high and low voltage in the same box. So, a lightswitch and your volume control can have just one box and one cover plate on the wall. Very clean.
This is also an excellent way to run a subwoofer setup where you need an outlet for your powered sub, but also need a RCA connection for the sub itself.
HECK: Just look at this page for some nifty ideas...
http://www.smarthome.com/25401.html