If you have drywall, running cables (12 ga in my case) *after* the drywall is up was a major maneuvre for me. Since my HT room in on second floor, all cables went thru the front and back wall as well as the attic. From the experience I found out that:
- fluffy insulations itch!
- drywall does not hold one's weight well...

Anyways, I used the wire-snake thingy from Home Depot and it worked pretty well.