Using speakers, I'd probably agree with you. But I mostly use good quality headphones, and with on-board sound I usually get annoying background static.
If no one has any insight, I'm going to buy the X-Fi Extreme Audio. The question is, how good is Linux support?
EDIT: I now see in Wikipedia that the X-Fi Extreme Audio PCI-E is basically the same card I have now, just more expensive and with surround and compatibility problems. Back to the drawing board.