I'm trying to crack this nut myself. I've got two approaches but I'm still in brainstorming mode...
1) Run ethernet into every room that needs audio. Install a low end computer (anything with a celeron or PIII is way overpowered). Install an appropriate audio card in each of these PCs. Audiophile grade audio card when connecting to a killer audio system, perhaps a crappy little audio card when connecting to no audio system (as in, go buy a cheapo receiver or boombox for $75). Each computer runs MJ as a client, aside from the one in the garage which is the server to them all. Standard ethernet these days is 100 mega bits per second - fast enough to move audio files. Each room can play anything it wants.
Option 2) Wire RG6 to all rooms. Run digital audio over RG6 and have audio systems with digital inputs in each location. The main advantage here is broadcasting audio in sync. You no longer need a computer and a stereo, just a stereo - but the cost of the audio system is a bit higher. You can have multiple RG6 loops so that you have some rooms in sync and others choosing their own source. It probably makes sens to have analog circuits (ie powered speaker lines) for adjacent rooms that want to 'subscribe' to the same audio feed. You can use a wireless network and VNC to control the master audiobox from anywhere in the house. You could use VNC in the first option to control various machines (if someone leaves a stereo on somewhere in the house, you can shut off the music from anywhere else).
Just some thoughts...