^+1 i agree 100% if you don't have high quality speakers or headphones a soundcard is a waste.
If you have quality speakers/headphones, yes , a soundcard is a improvement over onboard.
Do you have to spend alot of money?
I have a Msi P55A-GD55(secondary rig)with an Auzentech X-Plosion ($45 CAD) hooked up to Logitech X-540($50) and it sounds good to me.
I realize neither of the above components are first rate but honestly for the money it's a major improvement over onboard and cheapo(generic) speakers.
Both prices were basically half price on sale.
Quality sound on a budget can be done.