Here's one example of something not to do, unless you enjoy repairing walls.

My first HT project I mounted speakers on the walls, then used those stick-on wire channels. End result, not good, but passable. When the time came to upgrade and put the speakers on a different place, I pulled paint and portions of drywall off the wall along with the wire channels. There may have been a better method of removal, but this was my experience.