My understanding is that Romex (such as 10-2 or 10-3) can be run behind drywall and in attic areas without a conduit. That is what I found out during electrical code research and that is actually how my house wiring is ran. My house was built in 2000 in California. Your local electrical code might be different.
The way I understand it, is if you use individual wires (such as TFFN/THHN copper), then they have to be run through conduit all the way.
10 awg romex is the best in my opinion. I think you can get larger (such as 8awg), but they are stranded. 10awg is the largest solid-core you can get. Other people have written that the got better sound quality using 8awg or 6awg wiring to the outlets.
If you choose 10-3, you could use 2 of the insulated conductors just for "HOT" (giving you 7awg for the hot conductor). Though, I don't know why you would really need this unless you had something like a huge Boulder amp that required a 30A circuit.
If you want to get better wire and are willing to spend more:
Audio Sensibility sells both 10-2 and 12-2 cryo treated Romex.
VH Audio sells cryo treated 10-2 Romex. They also have a pre-burned-ind (COOKED) 250 foot roll of 10-2 Romex for a little bit extra money.