There should be no difference in performance of the fan. It doesn't matter where it is plugged into.
When a fan is plugged into the motherboard, yes it draws it's power through the motherboard. No need to worry about this, if the motherboard has a plug for a fan, it was designed to power a fan from there.
The benefit to plugging a fan into the motherboard is that you should be able to see the fan speed. Most fans have a speed sensor on them and this info is given to the motherboard. My motherboard came with some hardware monitoring software that collects this data and displays it for you. However, i use MBM 5, which does the same thing. (MBM 5 = motherboard monitor 5)
Lian Li Aluminum Case
Intel D975XBXK2R Mobo
Core 2 Duo E6700 CPU
EVGA 8800 GTS Video Card
Corsair XMS 2 x 1gig RAM
Zalman 9500 CPU cooler