That depends entirely on what you are expecting in terms of sound quality. Unless you have audiophile speakers (and ears!) I don't think you would notice a difference between the two. My recommendation is to try the built-in sound first, then if needed, get a sound card.
Unless you have a very expensive set of headphones or a 5.1/7.1 speaker setup, wouldn't bother with an expensive sound card. Most I would recommend is an ASUS Xonar DGX (~$30) if your using sub-$100 headphones, more for the headphone amp than any increase in audio quality.