My understanding is that most on-wall speakers (and some in-wall speakers) provide their own enclosure. Many in-wall speakers just use the wall cavity for the enclosure. Having the enclosure designed by the same folks picking the drivers and the crossover components is going to give a more consistent and accurate end result. For the fronts and center, I'd probably lean toward on-wall or in-wall with their own enclosure. For surrounds, I might be more comfortable with a simpler in-wall.