I have to disagree. Comparing my setup to a friend's with onboard audio, game for game, headphone for headphone.. EVERYTHING the same audio-wise except sound card, there is a noticeable difference in sound. The first thing that comes to mind is added ambience, which makes games sound more realistic.
Keep in mind this is with HEADPHONES. No "surround sound", not even speakers at all. HEADPHONES. 2.0 sound.
Yes, there is a difference.
http://cgi.ebay.com/Sound-Blaster-Cr...QQcmdZViewItem
Probably go for no more than $50. Get it and you'll be surprised.