Attractively anchor a wire cable into drywall
I'd find mounding hardware with a wide base, then use the 't-bolts' to anchor them (it's a bolt with spring-loaded 'wings' that expand inside the wall to grab the back-side of the sheetrock). The wider the base, the better, as it will distribute the load over a larger area of sheetrock.

As for tensioning, you really do want the turnbuckle, as the cable could stretch a bit over time. 

Ikea has some decent systems we've used for curtains. 

Oh, and just my own opinion, but I'd find a cable coming straight out of the sheetrock odd, visually. I'd embrace the mounting hardware as part of the look.