Well I have a Creative Soundblaster X-Fi Platinum. The best way to state the difference between integrated and the X-Fi is like going from 8-Track Audio to Lossless Digital. The sound quality is just amazing. To really notice the difference you gotta have a good set of speakers or headphones. I usually use Shure E2c for my earbuds and for speakers, I hook it up to a Harmon Kardon Reciever and the reciever runs Definitive StudioMonitor 450's (http://www.definitivetech.com/loudspeakers/studiomonitor/studiomonitor.html)
Also to get the most out of the SoundCard you gotta configure the sound to your liking. For gaming the advantages are... Full EAX 5.0 (No other sound card supports) Support, Full OpenAL support, 128 Voices, up to 96 khz Audio, 24-Bit sound processing, CMSS-3D Virtualization (best virtual surround out). Also true 7.1 Audio. Also some models come with built in "X-RAM" which is basically somewhere where the sound is cached, it is supported by a few games, but the list is getting longer over time. If your looking for a good gaming card, I'd recommend the X-Fi XtremeGamer Fatal1ty Pro Series, it comes with X-RAM. Or if you don't have teh cash I'd check out the X-Fi XtremeMusic. Whatever you do, don't get the ExtremeAudio, it is not a true X-Fi.