If the on-board sound meets your needs, then it is best to stick with it.
See the following very recent thread for some additional details regarding some high-end options:
The link Jim gave you is indeed interesting, although the original question was slightly different. A dedicated sound card is in nearly all cases a waste of money, does not improve performance, on the contrary the additional drivers and software from the card manufacturer are an extra burden for the system and especially Creative cards often cause problems. Better use the money not spent on a dedicated audio card for an extra disk where it will help performance.