There are other options out there. I believe several companies make HDMI extenders (HDMI from source to sender, 2xCat5e cables from sender to receiver, HDMI from receiver to display). There's also a company called RapidRun that makes modular cabling -- you fish the cable without any ends on it, and then you can field-terminate it with any of several 'pigtails' (including an HDMI version, if I remember correctly).
Otherwise, you're stuck fishing cables with the ends attached. If your walls are open, not such a big deal. If not, it can be a big deal!