I was never really impressed with on board sound no matter which mobo brand.
It is not about the motherboard brand, but the audio device on the board and that varies. If you buy a budget board, you are going to get budget sound. If you buy a higher end board, you get higher end sound.
That said, when it comes to your ears with digital audio devices, it is typically the quality of the source file and speakers that matter most. But even the best quality source file and audio electronics can easily be ruined by poor quality speakers.
Consider this. In a good quality home theater or home stereo system, one speaker (say the front right) could easily cost several $100 to several $1000 - for one speaker and that does not include any of the pre-amp or amp electronics. But most 2.1 computer speaker systems cost well under $200 for both the left, right and subwoofer and all the amplification electronics too. Yet it seems many expect top quality audio from their computer speakers.
Yes, a good card will yield better quality sound than integrated. But if you don't have quality speakers to reproduce that sound, you are wasting your money.