Ive done it! Need to figure out the type of wall you are going into, hardest part for me was getting the right tools and moving the electrical around....
In wall tanks provide a very classy and elegant touch. I wish I had a room to do it in. I wanted to do it between our game room and living room. However, I was unwilling to build the entire wall out to make both viewing sides flush w/ the wall. In addition, there was too much plumbing and electrical in the way. I hope to do this in a couple of different places when we finish the basement.