That's really the only way to do it correctly, and have decent volume levels in all rooms as needed. It's not cheap though. Sometimes you can play more than one input simultaneously (some rooms having separate audio signals) though, depending on the equipment involved.
More info here:
A kit to cover your 8 pairs-
Your main AV receiver would have to have a pre-amp output to connect to the 2nd amplifer's input (from the kit above).
Crutchfield is a another good place for basic info on what this project requires.
I have my whole house wired for sound (about 8 pairs of speakers throughout the house). I have a receiver hooked up to two of these sets, but was told it would be a fire hazard if I tried to stack more into any of the inputs and needed an amp. I'm looking to do this as cheaply as possible. Do you have any suggestions on amp options?