Yeah, I had a potential client once that really wanted conduit put in his walls so he could run speakers, or eventually move the gear to the back of the room. His basement was already finished, so when I told him what would be involved in tearing out drywall to install the conduit, he got disheartened.
but all is not lost if the drywall is up. Google "raceway cable" and several options come up. One wall of my house is a common townhouse wall (no in-wall cable possible) and I use this raceway stuff. It's great and easy to change out cables if the configuration changes. Of course, now it's completely full
Best of luck.