Onboard stuff usually uses a codec to do the job of a regular hardware device. The codec is essentially software, and thus, uses the cpu to do its process. I had thought this practice might have changed since I was last in the market for a board, but it doesn't seem to have. Thats why its usually better to use expansion cards imho. Plus, they can migrate to a new system with you.
One of the reason I chose this board is because it had so FEW features onboard. Not only do I not need a lot of the things, including the onboard sound and LAN that do come with it...but if I did want the other stuff, like SATA or a raid controller...even firewire, I would just buy a card instead.
Just my take on it though.