The fan connections on the motherboard are usually three pin connectore and for pwm fans you want four pin connectors like the cpu fan connector is if you want the same control as you have with the cpu fan. You do want pwm fans to be able to monitor the fan speed and adjust the fan speed.
A fan controller will give you control over the fans while if connected to the MB then the bios has control. There are fan controllers that will monitor the temps of certian parts because they have temp sensors at the ends of the wires and you can place them at any point you wish to monitor the temp and have a fan be adjusted to cool that point. For example one of the leads could be placed on the ram sticks and when the temp rises at the ram sticks the fan that is placed there to cool them can then be adjusted to a higher speed to give extra cooling. You can do that with the inside temp of the case , the video cards , the hard drives and so on.
Plus there are fan controllers that can be set to automaticly monitor parts and you can set the temps you want to keep the part at so the fans come on automaticly.
I would say it would depend on the amount of control that you think is necessary and the implementation of the fan controller. The fan controller can be a double-edged sword in my experience in regards to cable/cooling management, but more recently cases are much more friend in regards to cable routing so it is less of a big deal.
I bring that up because I used to have a fan control that fit in one of the 5.25 bays up front, it looked awesome and did a good job at adjusting the rate of speed of the fans, but it was very difficult to route the fan cables to that length without it looking like crap.
I would say if you have a relatively low ambient room temperature that doesn't fluctuate to awful much, then I would say let you motherboard's BIOS control the fan speed if it has that capability (full control, not just monitoring).
In my last builds I honestly haven't even bothered with a fan controller, I've just used my BIOS and built in dip-switches that came with my fans/case and it is has worked just fine - fan controller just seemed like another piece of hardware to take up space. If everything can be routed nicely I say go for it, doesn't hurt to have that extra cooling control.