A forums search will bring up my thoughts on the subject (I dont' like onboard NICs).
Friend of mine called me over, said his computer wouldn't start up. The previous night there was a huge lightning storm, and his house got hit twice by lightning. Luckily, his computers had all been unpluged. After a bit of troublshooting, it was found that if I removed his NIC, his machine would start right up. He had left his switch plugged in, and his network card plugged into the switch. The other computer in his house was untouched though. A simple swap-out-bad-nic-swap-in-good-nic fixed it. Try doing that with an onboard NIC. (I know you can disable them in BIOS, but his box wouldn't even POST with the card in).
After you work at a job replacing broken NICs all day, every day, you learn that PCI NICs are infinitely better than onboard NICs, just for the ability to swap them out when they break.
On the other hand, it's up to you, I'm sure lots of people have been successful with onboard NICs (otherwise there wouldn't be a market for them).