A staple-gun works well for this. Staples leave small holes when removed which are easy to patch. You can also use many of them to get nice straight and tight

A staple-gun works well for this. Staples leave small holes when removed which are easy to patch. You can also use many of them to get nice straight and tight runs. You can put a bit of white (or whatever color your walls are) paint on them to help blend in. It's not ideal aesthetically, but nice straight lines and right angles go a long way to making it look better. The next step up would be to run some channel to hide the wires, but I don't find that necessary.