Step 1: Select wall (It's best to check with your wife first. She knows what walls you do and do not need. She will have helpful input like "that wall separates the dining room from the shower." Or "that wall keeps The Outdoors from trampling on the sofa. We need that wall.")
Step 2. Make sure there are small children on the other side of the doomed wall who will be impressed with your manly man-ness.
Step 3. Punch wall with fist. If you are a Weaker Sort, you might consider a hammer. Or hiring a Professional Wall Puncher.
Step 4: Enlarge first hole. Take careful aim (avoid the long wooden beams, unless you enjoy concussions).
Step 5: Slam head into wall.
Step 6: Bask in screaming admiration of small children.
Step 7: Make small children assist in cleanup process.