Your interior speakers are the easiest. Unless you already have cabinets, ceiling mounted speakers will provide good ambiance while being the least visually obtrusive; you can get ceiling mounted speakers with equivalent power and frequency response to a set of cabinets. If you choose to do wall mounts or cabinets, you'll need fish tape or a fish rod in order to run the wire through the wall. Here is a fairly decent video explaining how to fish wire through a wall. I recommend you install a wall plate with a terminal where you can connect your speakers. If you're a true audiophile, there is no substitute for a properly aimed set of high quality cabinets.
For the exterior speakers, ceiling mounts are (obviously) not an option. Fishing through an exterior wall is complicated by insulation as well as code requirements regarding weather proofing. You'd follow essentially the same process for an exterior wall as for an interior wall, but your holes need to be smaller and sealed. Fishing wire through fiberglass insulation is a bear, so be patient. There are gaskets and grommets that you can use along with silicone caulk to seal the hole on the exterior wall. Since you won't have any flexibility for pulling extra wire through once you've sealed the hole, I recommend mounting a terminal inside a weather proof low voltage junction box. You can then run any length of speaker wire from there to wherever you mount your speakers. If you mount the junction box high on the wall, it will make fishing your wire through an insulated wall easier, but reconnecting speakers more difficult.
In both cases, you can and should run your wire through the attic. To avoid interference from electrical wires, make sure that your speaker wire never runs parallel to an electrical cable. There are also cable organizers (raceways) for running your wires that shield your speaker wires from interference and keep your attic from looking like a mess.