I have a box on the other side of the wall that has the amps in it. It allows very short speaker cables to the speakers, and keeps the heat of the amps outside of the room.
I have a customer in Guatemala City who runs our biggest amp (42 power tubes per channel) day in and day out, without the need for air conditioning. He had some inexpensive ductwork added into the ceiling, that opens above the amps, which are on all day and all night. The hot air is ducted out of the room, there is a fan at the other end of the ducts that forces the air out. The room stays comfortable, even when its not so cool outside. He says it did not cost that much to do- and the system is very quiet.
Good sounding electronics are going to make heat. If you design your system around minimal heat production, the sound quality is obviously taking a back seat, and it will show. So I recommend simple approaches like the ones I mentioned above as they are low tech, inexpensive, and more effective than air conditioning.