The correct wire for running through the walls will say CM or CMR on it. If you need to go through an air duct be sure the the wire is Plenum or CMP rated. Speaker wire should be 16 gauge, stranded and 2 conductor with one red and one black wire. Do not use your cruddy radio shack copper and aluminum wire, this is not meant for in-wall use. Don't waste your money on Monster cable for your speaker wire; if it is 16 AWG stranded speaker wire from the hardware store it will do just as good as Monster for 1/4th the price.;
, Put your speakers where they need to go and start examining how you could get a wire back to the main receiver. Look for your obstacles like areas that do not have a crawl space below or attic above. Doors between speaker and receiver can limit your options too.
 The right thing to do is buy several 2.5" x 4" "retro rings" from your local hardware store. These allow you to mount a finished plate over the hole while still providing a large access. You will want to put in a ring at each of the speakers, subwoofer and receiver.
 To do this take a 1/32" drill bit and drill a small hole straight up (attic) or down (basement) from your speaker and receiver ring location and as close to the wall as possible. Go get an old metal coat hanger, straighten it out and stick into this hole.
 Bring a drill with a 3/4" drill bit on it. Once you find your hangers move about 2-3" from that location and drill so you will be drilling into the wall. It is important to remember how far you put the coat hanger from the wall and if you went N, S, E or West.
 If you are in the attic tying a small chain or weight to the wire will help it go all the way down to your ring. If you are going up from the basement, use that same coat hanger to push the wire in.
, You will be shocked how much room you find between the baseboard and the carpet, you can probably stuff 1 or two wires in there without pulling the baseboard off. You can fit 3-5 if you pull the baseboard, just be sure to put it back up when you are done.
, If you mess this up your stereo will sound terrible.
 get a AA battery and hook the + to the red wire and the - to the black wire and that speaker will make a small pop noise. If you hooked the speaker up correctly it will push out rather then suck in.
First of all, use the right wire.
Location, location, location.
Do not just drill a hole in the wall, that will look bad and crumble over time.
The simplest way to run wire is either up through an attic or down through a basement or crawl space.
Go up in the attic or down in the basement and look for your coat hangers.
Once you have drilled your hole start putting wire in it.
Go to the access hole you cut out and stuff your hand in there until you feel the wire and pull it out.

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If you don't have an attic or basement, try hiding the wire under the baseboard.
From here, look up how to hook up a stereo, it is no different with the wires hiding.

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be sure to respect the black and red colors of your speaker wire.
So you have a mess of wire at the receiver and you don't know what speaker it goes to?
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