Based on my experience, I would also go with the ProMedia. The Swan's have been reported to have feedback issues in some cases, and the AV40 is not only out of your price range, but it won't compare with the ProMedia's bass extension.
To answer your other question, no, you do not need to run a dedicated sound card. Simply plug the 1/8" stereo input line from the Pro-Media into your motherboard's audio-out and you'll be off and running. Good luck!