I'm happy with my $30 Turtle Beach card, and as far as on board audio, only expensive boards have good audio on-board, you get what you pay for...
Main reason I got the TB was because it was the best card that still had the old joystick connector for my gravis gamepads on it.
I use SB subwoofer system with corded control with bass and volume control and all important headphone jack there, it boosts the sound considerably, and BOSE headphones (around $140) don't hurt.