I prefer using expansion boards myself. On board audio on older boards and some more recent poorly designed boards can be a problem (see Advice on buying a Motherboard at http://duxcw.com/digest/guides/buymb/intro.htm). But in the case of the new Epox boards, I wouldn’t worry about the on-board audio. Just turn it off.
I am no expert audiophile, but I really like the Cambridge SoundWorks PCWorks System (http://www.americas.creative.com/speakers/pc/). The system with a small woofer and two satellite speakers produces utterly, unbelievably good sound and only costs $39.99. If you have never heard speakers like these before, you will be amazed that such good sound can come from such small speakers. The one thing one has to be careful about, however, is turn the volume way down when first installing them. Otherwise, they could come on very loud and could cause some damage to the speakers (and/or your ears), in my opinion. And don’t let your friends try to break Champaign glasses with them. I also use the SoundBlaster Live Value sound card. It and the Cambridge SoundWorks five-speaker system (http://www.americas.creative.com/speakers/pc-four-point) plus DVD drive, decoder, and a large monitor will turn your PC into a mini-movie theater (see http://duxcw.com/digest/Howto/buildcom/athlon/ath_1.htm). I have the five-speaker system, but would buy the three-speaker system if I had it to do over again; the five-speaker system is a bit too much for my office/shop. I have not looked at the other offerings from Cambridge SoundWorks and there are other soundcard options in the SoundBlaster Live series that you may wish to examine. And then there are the BOSE 901 speakers, which I bought over twenty years ago (when I was audio crazy) and have been gathering dust up in the attic, which will move into my new office/shop as soon as the painting and finish woodwork are completed…. Larry