Thats why then.
I have a Soundblaster Live sound board plugged into PCI, and it'd still beat any Onboard chip, and I'm not just saying that.
The fact it doens't use any extra PC resources, so sounds better/doesn't lag/jump when PC's loading, etc.
As for the extra sound you hear, thats obviously because it has a lower signal to noise ratio, which isn't good what so ever. Especially if you have a good set of speakers to boot.
Its worth paying for a card just for sound, and £30-£40 is worth it for what you get out of it.
My Sound Blaster Live card has lasted me about 4-5 years now, and I'm still to change it.