Onboard sound is generally low quality and a tax on your CPU. I've encountered the occasional mother board with an X-Fi chip onboard, but even then the sound quality is not up to par with a full board. I personally have an X-Fi XtremeGamer Fatality Pro or some such nonsense, I really wish they'd make their naming scheme less confusing. I'm fairly certain it is the cause of my 1-2 a day solid lock. It's a great sound card, with brilliant quality both in game and while listening to music, but the drivers are bloated and ugly. I'm probably going to get an AzuneTech X-Fi once they get their drivers all ironed out, from what I've read it's the quality of X-Fi without having to deal with Creative.
The new Asus cards are pretty brilliant, but I hesitate to get a card that has to emulate EAX instead of doing it natively.