I've got some plans drawn up and permit issues by the city. I was told that since I'm not altering the existing structure (I'm building a room within a room) there really wasn't a need for a permit but I do feel more secure having one for when we eventually sell the house, or a nasty hurricane comes through or any reason I can't think of now.
I started off small. I've removed the ceiling fan, all outlet covers and I used a magnet to find all the screws holding up the drywall so I can remove it as much intact as possible. In the picture here, you can see all I did was mark each one I found with a pencil, then came back with a flat-head screwdriver and pulled off the plaster hiding the screw head. I was already warned once the drywall all came down I'd find little surprises for which I'd need to figure work arounds.
I ripped out the carpet and took the closet out completely. Then all of the sheetrock except the ceiling came off the walls. The area that backed up to shower was one of my big surprises. The previous owner had tiled a cubby right on top of the drywall shared with the bedroom and hadn't used any any cement board on that, or the wood frame surrounding it. I carefully removed and kept everything I could so I can repair it properly and keep the same look. In regards to the electric, I'm pretty fortunate the room has a single feed straight from my box in the garage. It supplies the power to my room and bathroom so no other rooms will be affected with a power cut and I don't have to have anything special run. I'll pop the feed through the new walls going up and then run it all from inside the room.