Hard to say, to be honest. I've personally never been a fan of onboard audio and have always had a dedicated sound card in my PCs... some people will swear by onboard audio now, and say it's "good enough."
Ultimately, since you don't have the sound card yet anyway, wait till you have the headphones and then see how your onboard sounds. If you can live with it, maybe you don't need to spend on a card. Otherwise, if it's not up to par for you, then once you can afford one, grab a sound card.