If integrates sound works fine for you then great, no need for a dedicated card. In most of my boxes I use the integrated sound.
Exceptions:
My main XP box has a Turtle Beach Santa Cruz (circa 1998), still one of the best consumer audio cards. I get audio from most of my PCs directly- thus I have 2 pro-audio M-Audio Delta1010 rack mount sound cards (circa 2004), one in an XP box, the other in a Win2000 box. Each one has eIght 24/96 balanced inputs and outputs, plus 2 more balanced input channels for a microphone. I have them daisy-chained and feed my stereo amp with one. The amp has balanced inputs so no hum. All bought on eBay at a fraction of the original cost.
I also have an M-Audio Audiophile 192 for recording audio at 24/192. They all use the PCI bus, which means they don't work without glitches on any PC having a Sandy bridge chipset (known issue Intel never fixed). They work fine on Core2Quad/Duos and earlier CPUs.
To avoid hum on my PCs that don't have balanced outputs (like the integrated audio ones), I use a stereo inline audio isolation transformer on each right before the unbalanced to balanced adapters.
When I first got my amp, I just had it hooked to the Santa Cruz via an isolation transformer and unbalanced to balanced adapters. It sounded good, but things got awesome when I got the first Delta1010, hooked the amp up with balanced cables, and played Winamp and APE files on the Win2000 box (APE was the first popular lossless format, pre-cursor to FLAC).
I've used a program called Izotope Ozone for Winamp since 2006. It's an analog modeling DSP plugin that has some great features to tweak audio to perfection. The parametric EQ does wonders for getting the best sound. The room simulation (reverb) feature does not sound artificial and really works. I'm not sure if it's still for sale, but it's probably somewhere on the net.