"Are the protective grills on the Gallo Nucleus Reference 3.5 Loudspeaker wire? If so, those may be an option."
actually, they're perforated metal (a baseball bat would barely dent them) - and the speakers are usually wall mounted (you can buy stands if you want), so they really are out of harm's way. there are some other manufacturers who have screw-on metal grills, which would work great, but i can't recall their brand names, sorry. i think canton used to make some, not sure if they still do, though... av123 used to, but they're no more...
and regarding chewing of cables (by dogs or cats) i knew a guy who had that happening and he wrapped his cables in double-sided tape (after wrapping paper around the cables so they wouldn't get gummy) and after a few gos at them, the dogs stopped doing it. he left the tape on for a couple of months for good measure, and they've never done it since, even with the tape off. i know that some people use double sided tape to keep cats off furniture too, but i've never tried it - fortunately for my nerves, my main systems are in places away from my pets.