If you're contracting this out, it's expensive as heck to have the receptacles installed in the baseboard for new construction. You're absolutely right, though. It does look really nice. I've only done 2 new work jobs in about 15 years in this manner. Both times I left the wires tailed out of the wall, and left a couple of boxes as a "sample" for the trim carpenter. They are much better equipped to do a nice job cutting the rectangles out than the typical electrician might be. In this manner, the boxes are installed at the time of finish wiring. I generally use a metal box with ears for baseboard receptacles, and attach them with four #4 x 3/4" wood screws in the holes on the ears of the box. This is a real old-fashioned method, but sturdy as heck.
"Nothing is foolproof to a sufficiently talented fool"