Your best bet is to get the soundcard. It will give you better overall performance, better overall sound quality and you'll be better able to control your sound options.
USB headphones are great if you're not going to do anything but use ts/roger/vent with them but I wouldn't waste the money if you are going to play any sort of FPS. Hearing Footsteps makes ALL the difference.
I have the X-Fi Xtreme music, AHS-515's and have tweaked my sound to drown out most background noise in the maps (America's Army) which allows me to better hear doors/footsteps/reloads/swapping weapons/etc.