It might be against code to use non in-wall rated low voltage wiring in your area (it is not against code in mine). I would try to use in-wall rated in any situation where the wiring is, well, in-wall. The different is in the jacket/insulation of the wiring. In-wall rating has to do with burn rate and spread and toxic gases given off by burning wire insulation. If you don't care about fire issues in your home, and in-wall is not required by code, then you can skip the in-wall rated stuff. Personally that is not a risk (however small) I am willing to take.