I have a M-audio 2496 connected to a NAD C320BEE and B&W 601 S3 speakers. It provides a lot smoother left/right balance, more detailed sound and a higher signal to noise ratio which allows me to have the music very loud before it starts to amplify electrical noise.
Yes, I have an Asus Xonar D2X. There is a large difference to onboard sound.
But you also need good headphones or speakers to go with a good sound card.
The Xonar DX is close to the level of the D2X, and is cheaper.