One dog-proofed room at a time. Take short trips and leave him alone for 5 minutes, many times (for several days until the dog shows no signs of destroying anything). Then extend to 10 minutes. 15 min., etc., etc. Be sure to praise the dog highly and reward him on those sessions in which he behaves properly when you come back inside.
One of the BEST ways to avoid destructive behavior in dogs is to make SURE that they are VERY WELL exercised and tired before leaving them alone. You can dog-proof a room to death but a bored dog with too much energy is going to find SOMETHING to get into, you can bet on that.
As for your reaction: Give the dog NO ATTENTION WHATSOEVER for his bad behavior. If you get upset with him after the fact, he doesn't really understand. Also, giving him such attention is simply that to the dog: attention. He can't distinguish between good and bad attention, it is all attention to him. So when he wants your attention in the future and can't seem to get it any other way, he will destroy things because he KNOWS you always get mad and give him some sort of attention when he does that.
Our book forum has many good training books which can help you with this issue.
Good luck.