If you have carpeting, you can usually squeeze 16 or 14 GA in-wall speaker wire under the baseboard. Just use a plastic putty knife and work slowly. Another option is to remove the baseboard and put the wire in the space under the drywall and then reinstall the baseboard. If you don't like either of those options, you can use wiremold on top of the baseboard.
I have seen super-thin speaker wire
that goes on like tape and then you can skim-coat with drywall mud and paint over. I've never used it so I can't speak to how difficult or easy it is to install.