If you can wait a little, DeCorp has some interesting cable options. I saw TechTV's Fresh Gear show where they were at this last CES and they showed the DeCorp cables. DeCorp had speaker cable (~14 ga), coax, component, and AC cables that were all flat. "Tape" them to the wall, slap some special "spackle" and paint over. The component and AC cables were interesting. It seems like a good option if you really can't get into the walls.

http://www.decorp.com/