I'm not trying to encourage you to waste your money but even a $35 Audigy SE is likely going to lay waste to onboard sound. Here's a couple of reasons why:
1) Most games and such are written with Creative's line of SoundBlasters in mind, so if you want a card that has the best chance of being supported in games, its likely from Creative.
2) Onboard audio chipsets do not typically offer hardware acceleration. So, if you're using the card for gaming, your CPU has to add the games audio mixing/rendering to its other task. Too bad, because those CPU cycles could be used better for other things...like...increasing frame rate.
3) Onboard sound lives quite a bit closer to the other chips and noisemakers on your motherboard...so there's a much higher likelihood that you're gonna hear hissssssssssssssssssss, snaps, crackles, & pops.
Now, I'm not saying that the onboard sound on that super high end Asus A8N SLi Deluxe could never have any use. ...but if sound quality is a priority for you, and you've stated that it is, I'd consider getting an audio board.
SoundBlaster's are not the only choice in quality, by any means! ...only if you're seriously into gaming...then a Creative SoundBlaster of some genre (at least an $30 SB Live!) is where you'd want to head.
This is, of course, just my opinion and the fact that I currently use Bose Companion 3 speakers says you may not want to trust my opinion. Hopefully, others will post as well.