I've been using $90+ discrete sound cards for 3 years, and will never go back to onboard as long as I can afford not to. Even with cheap headphones, a decent sound card (any $20 card is no better than the motherboard embedded sound, so don't bother with them) will make sound better, whether you're listening to music or gunshots and zombies growling in a game. You may not notice the improvement immediately, but if you use a good sound card for a few hours, and go back to motherboard sound, you'll immediately notice tinny highs, bass distortion (when the bass even shows up), and fuzzier sound.