My advice:
1.) What do you want? just to hear the game noises and listen to those em-three-pees?
2.) Do you want to introduce your neighbours (three houses away) to what the "trip-hop" revolution has done for the clubbing scene?
3.) Do you want to put on a pair of headphones to not wake your parents while you play WoW?
4.) Do you want a "High Fidelity" setup that integrates your PC into your home theater?
5.) Professional DJ or dabble in mixing/mastering on PC.
6.) I have a Steering-wheel-vibrating-chair rig for my games and I want to make my ears bleed!
Category 1:
Stick with on-board sound.
On-board sound cards are brilliant for the basic user. If you just want to listen to some music while working or playing and aren't too bothered with all this dolby pro whatsit malarkey then buy a comfortable pair of headphones or a nice pair of stereo speakers and plug them directly into your machine.
Some suggestions:
Good headphones that are pretty stylish:
http://www.sennheiser.com/sennheiser/home_en.nsf/page.html?ReadForm&path=private_headphones
They have everything from basic but beautiful, to professional audio sets.
Good speaker sets: Those funky SHOX DUO sets or any powered stereo speaker system... they're REALLY cheap these days.
Category 2:
You can stick with your on-board soundcard. It really doesn't make a difference.
Just plug it into your dad's HiFi system and you can play it as loud as you like!
(if you don't know how to plug it in... get a friend to show you)
Most on-board cards now come with "co-ax out" or even "optical out" nowadays so connecting it to your dad's system is even easier.
Category 3:
You play games right?
well...
Most modern computers are more than quick enough to cope with the soundcard's workload so you don' "really" need one. Especially if you're just going to slap on some headphones and not take advantage of a soundcard's surround sound features.
This is a fact that the soundcard manufacturers don't want you to know... their cards are not really better than your on-board soundcard.
Category 4:
Again... most on-board sound cards have "optical out" jacks to plug your PCs into your amp.
If you want to go the soundcard route, look for one that has the features you want and more importantly, the interfaces that you need.
I bought an expensive soundcard from our brothers at Creative. One of the first Audigy 4 cards that came out, for roughly, R1200. Thinking I was buying a good piece of kit.
The problem was that the "digital out" connector on the card was a "mini-jack". Not a co-axial attachment like 99% of other sound equipment.
When i finally located a "mini-jack to co-ax" adapter, I still wasn't getting digital sound to my amp.
After much screaming and gnashing of teeth, I found out that you need to connect the "creative black box of digital awesomeness" to the soundcard to get digital decoding which only works with a very specific three layered mini-jack that ONLY works with the aforementioned "Creative black box of digital awesomeness".
This cost another R1000 or so...
Then the Xfi came out and the ruddy thing was included.
Moral of the story... make sure it has the correct interface that you're looking for!
Category 5:
Get a proper studio card.
Don't bother with Creative. Go straight to a studio card.
The DSP's are better and the channels are not "optimised for crappy PC desktop speakers"
You'll get proper numbers on the frequency deviations and you can really hear the difference with good quality speakers or monitors.
Besides, If you want more than 2 input channels, creative can't help you!
M-Audio make AWESOME studio cards that are not disgustingly priced and their drivers are brilliant... good support from their site too.
Category 6:
The fastest and cheapest way to get surround sound is to buy those "ready to go" systems from logitech and a 7.1 surround sound card. They're designed to compliment your "Vibro-chair" game immersion devices.
The external amp in the subwoofer will drive those little speakers just fine and the card will do all the "digital thinking" for the dolby digital 7.1...
Just be prepared for a mass of wires and you'll notice that 7 speakers is alot to fit around your driving chair... They look a bit tacky and low budget sitting on books and whatever else you can find to prop them up.
Your mom and/or girlfriend secretly thinks that that was the biggest waste of money ever BTW... But who cares right?
Now all you need is a bigger screen!