Use Flame Test Rated Cable and Insulated Wire Staples
In the case where you have wood-frame construction and
- a high-density of plumbing, electrical, gas, forced air, and low voltage wiring, or
- you are fanning out to individual devices (e.g. Pre-wired 5.1 speakers, network drops in each room, motion sensors, door contacts),
I recommend using purpose-built insulated wire staples, flame-test rated cable and open-backed boxes.
Running the low voltage cable bare takes much less time than running and fishing through conduit, and you can always put the drop exactly where you want it. Contrast the ease of running just cable versus conduit when you encounter a lentil or a furred-out concrete wall, for example.
In the case where you have multiple cables in one chase, you can stack a few and staple them together. The staples are cheap and quick to fire, so you can always run the cables side-by-side.
Getting Flame Test Rated Cable
The flame-test rating of your cable is important to meet building and electrical code requirements (and also so you don't burn your house down). If you shop where licensed electrical contractors shop, the cable will most likely have an appropriate flame test rating for your code requirements. My last project required FT2 or FT4 throughout. Most "consumer grade" cabling will not have an appropriate flame test rating for use inside your walls. So buying some long HDMI and network cables from monoprice.com probably won't meet code requirements if you run it bare.
You will probably also find that the cost-per-foot for cable purchased from an electrical wholesaler is much lower than consumer sources.
If in Doubt Run A Couple of CAT6 Cables
CAT6 is an excellent fallback for places where you are not sure exactly what will be needed. It is already the accepted way of overcoming the range, cost-per-foot, and flame-test ratings limitations of HDMI -- a CAT6/HDMI balun set is now only about $60. There are Baluns already available to convert almost any signal to/from CAT6.
Background
I just finished a down-to-studs permitted-and-inspected renovation of a luxury 1400 sq ft suite. The design called for 78 low voltage drops throughout which worked out to about 2 miles of cable. I used the strategy above for that renovation, all 78 drops were roughed-in to a utility room in about 20 man-hours.